| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w18549 |
| 来源ID | Working Paper 18549 |
| Repo and Securities Lending | |
| Tobias Adrian; Brian Begalle; Adam Copeland; Antoine Martin | |
| 发表日期 | 2012-11-15 |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | We provide an overview of the data required to monitor repo and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets and argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection would include, at a minimum, six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty. |
| 主题 | Financial Economics ; Financial Markets ; Financial Institutions ; Corporate Finance |
| URL | https://www.nber.org/papers/w18549 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/576224 |
| 推荐引用方式 GB/T 7714 | Tobias Adrian,Brian Begalle,Adam Copeland,et al. Repo and Securities Lending. 2012. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w18549.pdf（199KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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