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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  
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:3/0  |  提交时间:2022/09/22
Federal funds market  Repo market  Central bank reserves  Regulation  Monetary policy implementation  
DP13546 Repo rates and the collateral spread puzzle 智库出版物
2019
作者:  Kjell Nyborg
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Collateral spread  Constrained-arbitrage  Liquidity  Market linkages  Repo rate  Unsecured rate  General collateral  
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  
DP11663 Collateral, Central Bank Repos, and Systemic Arbitrage 智库出版物
2016
作者:  Kjell Nyborg;  Falko Fecht;  Joerg Rocholl
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Collateral  Repo  Systemic arbitrage  Central bank  Collateral policy  Banks  Liquidity  Interbank market  Financial stability  Financial fragmentation  
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations 智库出版物
2005
作者:  Kjell G. Nyborg;  Ulrich Bindseil;  Ilya A. Strebulaev
Adobe PDF(870Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/14
Repo auctions,Multiunit auctions,Reserve requirements,Loser's nightmare,Money markets,Central bank,Collateral,Open market operations  
DP4393 Multidimensional Cheap Talk 智库出版物
2004
作者:  Gilat Levy;  Ronny Razin
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Multiunit auctions  Reserve requirements  Loser's nightmare  Money markets  Collateral  Repo auctions  Central bank  Open market operations  
Multiple Unit Auctions and Short Squeezes 智库出版物
2003
作者:  Kjell G. Nyborg;  Ilya A. Strebulaev
Adobe PDF(805Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/14
Multiple unit auction,uniform auction,discriminatory auction,treasury auction,repo auction,short squeeze,market manipulation,market power