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Repo market functioning: the role of capital regulation

Citations

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Cited by:

  1. Aldridge, Patrick & Cimon, David & Vala, Rishi, 2025. "Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 7(4), pages 1-26, April.
  2. Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2020. "Bank Leverage Limits and Regulatory Arbitrage: Old Question‐New Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 241-266, October.
  3. Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel, 2018. "Bank-Intermediated Arbitrage," Liberty Street Economics 20181018, Federal Reserve Bank of New York.
  4. Klingler, Sven & Syrstad, Olav, 2021. "Life after LIBOR," Journal of Financial Economics, Elsevier, vol. 141(2), pages 783-801.
  5. Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2024. "Leverage ratio, risk‐based capital requirements, and risk‐taking in the United Kingdom," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 33(1), pages 31-60, February.
  6. Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2024. "Window dressing of regulatory metrics: Evidence from repo markets," Journal of Financial Intermediation, Elsevier, vol. 58(C).
  7. Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Paul E. Soto, 2025. "Stressed Banks? Evidence from the Largest-Ever Supervisory Review," Management Science, INFORMS, vol. 71(10), pages 8390-8412, October.
  8. Boneva, Lena & Kastl, Jakub & Zikes, Filip, 2025. "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions," Journal of Financial Economics, Elsevier, vol. 174(C).
  9. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  10. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 70(C).
  11. Grasso, Adriana & Poinelli, Andrea, 2025. "Flexible asset purchases and repo market functioning," Working Paper Series 3013, European Central Bank.
  12. Eddie Gerba & Petros Katsoulis, 2025. "The repo market under Basel III: Effects of capital and liquidity regulations on market fragmentation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 2724-2744, July.
  13. Aldasoro, Iñaki & Ehlers, Torsten & Eren, Egemen, 2022. "Global banks, dollar funding, and regulation," Journal of International Economics, Elsevier, vol. 137(C).
  14. Markus Behn & Giacomo Mangiante & Laura Parisi & Michael Wedow, 2022. "Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-42, December.
  15. Huh, Yesol & Infante, Sebastian, 2021. "Bond market intermediation and the Role of Repo," Journal of Banking & Finance, Elsevier, vol. 122(C).
  16. Andreeva, Desislava & Samarina, Anna & Faria, Lara Sousa, 2025. "Leverage actually: the impact on banks’ borrowing costs in euro area money markets," Working Paper Series 3016, European Central Bank.
  17. Krohn, Ingomar & Sushko, Vladyslav, 2022. "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, vol. 120(C).
  18. Falter, Alexander, 2019. "Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit," Discussion Papers 25/2019, Deutsche Bundesbank.
  19. David Bowman & Yesol Huh & Sebastian Infante, 2024. "Balance-Sheet Netting in U.S. Treasury Markets and Central Clearing," Finance and Economics Discussion Series 2024-057, Board of Governors of the Federal Reserve System (U.S.).
  20. Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
  21. Cristina Di Luigi & Antonio Perrella & Alessio Ruggieri, 2024. "The fundamental role of the repo market and central clearing," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 48, Bank of Italy, Directorate General for Markets and Payment System.
  22. Patrick Coen & Jamie Coen, 2019. "A structural model of interbank network formation and contagion," Bank of England Staff Working Paper series 833, Bank of England.
  23. Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024. "Whose Asset Sales Matter?," IMF Working Papers 2024/168, International Monetary Fund.
  24. Gabor Pinter & Emil Siriwardane & Danny Walker, 2024. "Fire sales of safe assets," Bank of England Staff Working Paper series 1089, Bank of England.
  25. repec:ecb:ecbdps:202012 is not listed on IDEAS
  26. Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021. "Currency Mispricing and Dealer Balance Sheets," Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
  27. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021. "Regulatory effects on short-term interest rates," Journal of Financial Economics, Elsevier, vol. 141(2), pages 750-770.
  28. Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022. "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, vol. 146(3), pages 965-988.
  29. Quynh-Anh Vo, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England Staff Working Paper series 916, Bank of England.
  30. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  31. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022. "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, vol. 61(C).
  32. Eddie Gerba & Petros Katsoulis, 2021. "The repo market under Basel III," Bank of England Staff Working Paper series 954, Bank of England.
  33. Lara, José Luis & López-Gallo, Fabrizio & Lord, Stefano & Romero, Alberto, 2021. "Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt," Journal of Financial Stability, Elsevier, vol. 52(C).
  34. Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2023. "Window dressing of regulatory metrics: evidence from repo markets," Working Paper Series 2771, European Central Bank.
  35. Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2024. "The Cost of Clearing Fragmentation," Management Science, INFORMS, vol. 70(6), pages 3581-3596, June.
  36. Richard Haynes & Lihong McPhail, 2021. "When leverage ratio meets derivatives: Running out of options?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 30(5), pages 201-224, December.
  37. repec:ecb:ecbdps:202011 is not listed on IDEAS
  38. Hyeyoon Jung, 2021. "Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments," Staff Reports 989, Federal Reserve Bank of New York.
  39. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England Staff Working Paper series 1034, Bank of England.
  40. Thanassoulis, John & Erten, Irem & Neamtu, Ioana, 2022. "The Ring-Fencing Bonus," CEPR Discussion Papers 17625, Centre for Economic Policy Research.
  41. Carlos Canon & Eddie Gerba & Jozef Barunik, 2026. "When David becomes Goliath: Repo dealer-driven bond mispricing," Papers 2603.10690, arXiv.org.
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