G2TT

浏览/检索结果: 共17条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
DP16439 Safe asset shortage and collateral reuse 智库出版物
2022
作者:  Stephan Jank;  Emanuel Moench;  Michael Schneider
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Safe assets  Government bonds  Collateral reuse  Rehypothecation  Repo market  Securities lending  
DP16907 Liquidity, liquidity everywhere, not a drop to use - Why flooding banks with central bank reserves may not expand liquidity 智库出版物
2022
作者:  Viral Acharya;  Raghuram Rajan
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Quantitative easing  Central bank balance sheet  Financial stability  Repo rate spike  Liquidity hoarding  Liquidity dependence  Margin requirements  Capital requirements  
The effectiveness of ECB euro liquidity lines 智库出版物
2021
作者:  Silvia Albrizio;  Ivan Kataryniuk;  Luis Molina Sánchez;  Jan Schaefer
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Ecb  Central bank  liquidity line  Swap  Repo  Foreign exchange  stabilisation  
DP15782 (In)efficient repo markets 智库出版物
2021
作者:  Tobias Dieler;  Loriano Mancini;  Norman Schürhoff
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Repo market  Funding run  Financial stability  Asymmetric information  Central clearing  Novation  Guarantee fund  Collateral  
DP14467 The market events of mid-September 2019 智库出版物
2020
作者:  Gara Afonso;  Marco Cipriani;  Adam Copeland;  Anna Kovner;  Gabriele La Spada;  Antoine Martin
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Federal funds market  Repo market  Central bank reserves  Regulation  Monetary policy implementation  
DP13547 Repo rates and the collateral spread: Evidence 智库出版物
2019
作者:  Kjell Nyborg;  Cornelia Roesler
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Collateral spread  Liquidity  Unsecured rate  Repo rate  General collateral  Eurex repo  
DP13546 Repo rates and the collateral spread puzzle 智库出版物
2019
作者:  Kjell Nyborg
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Collateral spread  Constrained-arbitrage  Liquidity  Market linkages  Repo rate  Unsecured rate  General collateral  
Pass-through at mildly negative policy rates: The Swedish case 智库出版物
2019
作者:  Henrik Erikson;  David Vestin
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Pass-through  Negative rates  policy rate  Repo rate  lending rates  
DP13090 Repo market functioning: The role of capital regulation 智库出版物
2018
作者:  Neeltje van Horen
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Capital regulation  Leverage ratio  Repo market  Non-bank financial institutions  
DP13069 Dynamic Liquidity-Based Security Design 智库出版物
2018
作者:  Emre Ozdenoren;  Kathy Yuan;  Shengxing Zhang
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Liquidity  Security design  Financial fragility  Repo