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Repo market effects of the Term Securities Lending Facility

Citations

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Cited by:

  1. Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013. "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series WP-2013-22, Federal Reserve Bank of Chicago.
  2. Stephen Quinn & William Roberds, 2015. "Responding to a Shadow Banking Crisis: The Lessons of 1763," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1149-1176, September.
  3. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Proceedings 1129, Federal Reserve Bank of Chicago.
  4. repec:hal:spmain:info:hdl:2441/7erap6chdi854b9ao9a3v1e9b9 is not listed on IDEAS
  5. Christina Bui, 2018. "Bank Regulation and Financial Stability," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2018, January-A.
  6. Jérôme Creel & Paul Hubert & Mathilde Viennot, 2016. "The effect of ECB monetary policies on interest rates and volumes," Applied Economics, Taylor & Francis Journals, vol. 48(47), pages 4477-4501, October.
  7. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p4sg18u8h is not listed on IDEAS
  8. Frédéric Boissay & Russell Cooper, 2014. "The Collateral Trap," NBER Working Papers 20703, National Bureau of Economic Research, Inc.
  9. Rustom M. Irani & Ralf R. Meisenzahl, 2015. "Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register," Finance and Economics Discussion Series 2015-1, Board of Governors of the Federal Reserve System (U.S.).
  10. He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022. "Treasury inconvenience yields during the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
  11. Wiliiam Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2017. "Eurosystem s asset purchases and money market rates," Working papers 652, Banque de France.
  12. Mark A. Carlson & Marco Macchiavelli, 2018. "Emergency Collateral Upgrades," Finance and Economics Discussion Series 2018-078, Board of Governors of the Federal Reserve System (U.S.).
  13. Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2018. "Unconventional Monetary Policy in Theory and in Practice," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), Innovative Federal Reserve Policies During the Great Financial Crisis, chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
  14. Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014. "Sizing Up Repo," Journal of Finance, American Finance Association, vol. 69(6), pages 2381-2417, December.
  15. Morten L. Bech & Elizabeth C. Klee & Viktors Stebunovs, 2012. "Arbitrage, liquidity and exit: the repo and federal funds markets before, during, and emerging from the financial crisis," Finance and Economics Discussion Series 2012-21, Board of Governors of the Federal Reserve System (U.S.).
  16. Alyssa G. Anderson & John Kandrac, 2016. "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series 2016-096, Board of Governors of the Federal Reserve System (U.S.).
  17. repec:hal:cepnwp:hal-01933930 is not listed on IDEAS
  18. Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
  19. Jérôme Creel & Paul Hubert & Mathilde Viennot, 2013. "Assessing the interest rate and bank lending channels of ECB monetary policies," Documents de Travail de l'OFCE 2013-25, Observatoire Francais des Conjonctures Economiques (OFCE).
  20. Adam Copeland & Darrell Duffie & Yilin (David) Yang, 2025. "Reserves Were Not So Ample After All," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 140(1), pages 239-281.
  21. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p4sg18u8h is not listed on IDEAS
  22. Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani, 2017. "Dealer financial conditions and lender-of-last-resort facilities," Journal of Financial Economics, Elsevier, vol. 123(1), pages 81-107.
  23. Gorton, Gary & Metrick, Andrew, 2013. "Securitization," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1-70, Elsevier.
  24. repec:hal:spmain:info:hdl:2441/1plbkk1i83dqp9vh69uffirf is not listed on IDEAS
  25. Adam Copeland & Antoine Martin & Michael Walker, 2014. "Repo Runs: Evidence from the Tri-Party Repo Market," Journal of Finance, American Finance Association, vol. 69(6), pages 2343-2380, December.
  26. Tiantao Guo & Yan Wang & Wanzhu Zhang, 2023. "Standing lending facility in interbank market: Evidence from China," PLOS ONE, Public Library of Science, vol. 18(5), pages 1-18, May.
  27. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
  28. Paulo José Saraiva & Luiz Fernando De Paula & André De Melo Modenesi, 2016. "A Crise Financeira Americana E As Implicações Para A Política Monetária," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 114, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  29. Olivier Armantier & John Sporn, 2013. "Auctions implemented by the Federal Reserve Bank of New York during the Great Recession," Staff Reports 635, Federal Reserve Bank of New York.
  30. Greppmair, Stefan & Jank, Stephan, 2023. "Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities," Discussion Papers 31/2023, Deutsche Bundesbank.
  31. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p4sg18u8h is not listed on IDEAS
  32. Schabert, Andreas, 2015. "Optimal central bank lending," Journal of Economic Theory, Elsevier, vol. 157(C), pages 485-516.
  33. Carlson, Mark & Macchiavelli, Marco, 2020. "Emergency loans and collateral upgrades: How broker-dealers used Federal Reserve credit during the 2008 financial crisis," Journal of Financial Economics, Elsevier, vol. 137(3), pages 701-722.
  34. repec:spo:wpmain:info:hdl:2441/1plbkk1i83dqp9vh69uffirf is not listed on IDEAS
  35. Cecilia R. Caglio & Adam Copeland & Antoine Martin, 2021. "The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis," Staff Reports 969, Federal Reserve Bank of New York.
  36. Grasso, Adriana & Poinelli, Andrea, 2025. "Flexible asset purchases and repo market functioning," Working Paper Series 3013, European Central Bank.
  37. Kick, Thomas & Koetter, Michael & Storz, Manuela, 2020. "Cross-border transmission of emergency liquidity," Journal of Banking & Finance, Elsevier, vol. 113(C).
  38. Sabrina Pellerin & Steven Sabol & John R. Walter, 2013. "mREITs and their risks," Working Paper 13-19, Federal Reserve Bank of Richmond.
  39. Kotaro Ishi & Mr. Kenji Fujita & Mr. Mark R. Stone, 2011. "Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far," IMF Working Papers 2011/145, International Monetary Fund.
  40. Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
  41. Tobe, Reiko & Uno, Jun, 2024. "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, vol. 58(C).
  42. repec:spo:wpmain:info:hdl:2441/7erap6chdi854b9ao9a3v1e9b9 is not listed on IDEAS
  43. Tobias Adrian & Adam B. Ashcraft, 2012. "shadow banking: a review of the literature," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
  44. Anne-Marie Rieu-Foucault, 2018. "Les interventions de crise de la FED et de la BCE diffèrent-elles ?," Working Papers hal-04141702, HAL.
  45. Bui, Christina & Scheule, Harald & Wu, Eliza, 2020. "A cautionary tale of two extremes: The provision of government liquidity support in the banking sector," Journal of Financial Stability, Elsevier, vol. 51(C).
  46. Borghan Nezami Narajabad & Cyril Monnet, 2012. "Why Rent When You Can Buy? A Theory of Repurchase Agreements," 2012 Meeting Papers 647, Society for Economic Dynamics.
  47. Metrick, Andrew, 2020. "The Federal Reserve's Financial Crisis Response B: Lending & Credit Programs For Primary Dealers," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(2), pages 67-93, April.
  48. An, Sungbae & Kim, Hyosang & Kim, Seung-Hyun & Yang, Da Young & Lee, Jinhee & Cho, Ko Un & Kim, Wongi & Kim, Jinill, 2021. "포스트 코로나 시대 주요국의 통화·재정정책 방향과 시사점(hanges, Challenges and Implications of Fiscal and Monetary Policy Directions in the Post Pandemic Era)," Policy Analyses 21-15, Korea Institute for International Economic Policy.
  49. William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
  50. Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63.
  51. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
  52. Gary Gorton & Andrew Metrick, 2013. "The Federal Reserve and Panic Prevention: The Roles of Financial Regulation and Lender of Last Resort," Journal of Economic Perspectives, American Economic Association, vol. 27(4), pages 45-64, Fall.
  53. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
  54. Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020. "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, vol. 137(3), pages 837-856.
  55. repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p4sg18u8h is not listed on IDEAS
  56. Anbil, Sriya & Carlson, Mark & Styczynski, Mary-Frances, 2023. "The effect of the Federal Reserve’s lending facility on PPP lending by commercial banks," Journal of Financial Intermediation, Elsevier, vol. 55(C).
  57. Emmanuel Carré & Laurent Le Maux, 2018. "Globalisation financière et Dollar Swap Lines : la Réserve fédérale et la Banque centrale européenne durant la crise de 2007-2009," Working Papers hal-01933930, HAL.
  58. repec:fip:fedgfe:2014-115 is not listed on IDEAS
  59. Metrick, Andrew, 2021. "The Rescue of Fannie Mae and Freddie Mac - Module Z: Overview," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(1), pages 447-503, April.
  60. Bank for International Settlements, 2014. "Market-making and proprietary trading: industry trends, drivers and policy implications," CGFS Papers, Bank for International Settlements, number 52.
  61. Maurizio Trapanese, 2021. "The economics of non-bank financial intermediation: why do we need to fill the regulation gap?," Questioni di Economia e Finanza (Occasional Papers) 625, Bank of Italy, Economic Research and International Relations Area.
  62. Jens Dick-Nielsen & Jacob Gyntelberg, 2019. "Highly Liquid Mortgage Bonds Using the Match Funding Principle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-37, December.
  63. Hattori, Takahiro, 2019. "Do liquidity enhancement auctions improve the market liquidity in the JGB market?," Economics Letters, Elsevier, vol. 183(C), pages 1-1.
  64. Alin OPREANA & Simona VINEREAN, 2015. "Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009," Expert Journal of Economics, Sprint Investify, vol. 3(1), pages 77-92.
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