Repo markets, counterparty risk and the 2007/2008 liquidity crisis
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References listed on IDEAS
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Citations
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Cited by:
- Susanu, Monica & Micu, Adrian & Micu, Angela Eliza, 2009. "Impact of the Financial Turmoil on the Romanian Capital Market," MPRA Paper 20481, University Library of Munich, Germany.
- Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
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- Bindseil, Ulrich & Corsi, Marco & Sahel, Benjamin & Visser, Ad, 2017. "The Eurosystem collateral framework explained," Occasional Paper Series 189, European Central Bank.
- Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.
- Ansgar Belke, 2010. "How Much Fiscal Backing Must the ECB Have? – The Euro Area is not the Philippines," Ruhr Economic Papers 0184, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Belke, Ansgar, 2010.
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Ruhr Economic Papers
184, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke, 2010. "How Much Fiscal Backing Must the ECB Have?: The Euro Area Is Not the Philippines," Discussion Papers of DIW Berlin 996, DIW Berlin, German Institute for Economic Research.
- Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013.
"The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds,"
Econometrica, Econometric Society, vol. 81(4), pages 1309-1345, July.
- Nuno Cassola & Ali Hortacsu & Jakub Kastl, "undated". "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," Discussion Papers 08-039, Stanford Institute for Economic Policy Research.
- Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011. "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series 1374, European Central Bank.
- Nuno Cassola & Ali Hortacsu & Jakub Kastl, 2009. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," NBER Working Papers 15158, National Bureau of Economic Research, Inc.
- Cyril Monnet & Borghan N. Narajabad, 2017. "Why Rent When You Can Buy?," Finance and Economics Discussion Series 2017-094, Board of Governors of the Federal Reserve System (U.S.).
- Nyborg, Kjell G., 2017.
"Central bank collateral frameworks,"
Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
- Kjell G. NYBORG, 2015. "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series 15-10, Swiss Finance Institute.
- Nyborg, Kjell, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2016.
"Re‐Use of Collateral in the Repo Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1169-1193, September.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
- repec:zbw:rwirep:0184 is not listed on IDEAS
- Falko Fecht & Kjell G. Nyborg & Jörg Rocholl & Jiri Woschitz, 2016.
"Collateral, Central Bank Repos, and Systemic Arbitrage,"
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16-66, Swiss Finance Institute.
- Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg & Woschitz, Jiri, 2016. "Collateral, Central Bank Repos, and Systemic Arbitrage," CEPR Discussion Papers 11663, C.E.P.R. Discussion Papers.
- Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
- repec:cii:cepiei:2010-4ta is not listed on IDEAS
- Avadanei Andreea, "undated". "The Implications Of Economic And Monetary Union In Sustaining European Money Market Integration," Description: Managerial Challenges of the Contemporary Society 1, Faculty of Economics and Business Administration, Babes-Bolyai University.
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"The Failure Mechanics of Dealer Banks,"
Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 131-153.
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- 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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More about this item
Keywords
collateral; counterparty risk; haircuts.; liquidity; repurchase agreements;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
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