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The use of collateral in bilateral repurchase and securities lending agreements

Citations

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Cited by:

  1. Hermes, Felix & Schmeling, Maik & Schrimpf, Andreas, 2025. "The international dimension of repo: five new facts," Working Paper Series 3065, European Central Bank.
  2. Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
  3. 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).
  4. Carlos Cañón & Jorge Florez-Acosta & Karoll Gómez, 2023. "The effects of two-way lending between financial conglomerates in bilateral repo markets," Borradores de Economia 1246, Banco de la Republica de Colombia.
  5. Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working papers 2024rwp-229, Yonsei University, Yonsei Economics Research Institute.
  6. Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
  7. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024. "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, vol. 151(C).
  8. Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2026. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 61, August.
  9. Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
  10. 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.
  11. Iwata, Tsuyoshi & Orpiszewski, Tomasz & Thompson, Mark, 2026. "Betting against ESG Sinners: Evidence from short selling around the world," Journal of Behavioral and Experimental Finance, Elsevier, vol. 49(C).
  12. Ayelen Banegas & Lucas Devigne & Mulalo Mamburu & Kleopatra Nikolaou & Anna Samarina & Fabio Tamburrini, 2026. "Government bond-backed repo markets: between resilience and vulnerability," Finance and Economics Discussion Series 2026-057, Board of Governors of the Federal Reserve System (U.S.).
  13. Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
  14. Wiliiam Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2017. "Eurosystem s asset purchases and money market rates," Working papers 652, Banque de France.
  15. Jun Kyung Auh & Mattia Landoni, 2022. "Loan Terms and Collateral: Evidence from the Bilateral Repo Market," Journal of Finance, American Finance Association, vol. 77(6), pages 2997-3036, December.
  16. Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020. "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, vol. 91(C), pages 633-645.
  17. Sockin, Michael, 2025. "Informational frictions in funding and credit markets," Journal of Economic Theory, Elsevier, vol. 230(C).
  18. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
  19. Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.
  20. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
  21. Tomas Breach & Thomas B. King, 2018. "Securities Financing and Asset Markets: New Evidence," Working Paper Series WP-2018-22, Federal Reserve Bank of Chicago.
  22. Gorton, Gary & Laarits, Toomas & Metrick, Andrew, 2020. "The run on repo and the Fed’s response," Journal of Financial Stability, Elsevier, vol. 48(C).
  23. Madison, Florian, 2024. "Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
  24. Narayan Bulusu & Sermin Gungor, 2021. "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 557-581, May.
  25. Narayan Bulusu, 2020. "Why Do Central Banks Make Public Announcements of Open Market Operations?," Staff Working Papers 20-35, Bank of Canada.
  26. Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
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