Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders
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Note: 521888
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References listed on IDEAS
- Frank M. Keane, 2013. "Securities loans collateralized by cash: reinvestment risk, run risk, and incentive issues," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 19(May).
- Mr. Manmohan Singh, 2011. "Velocity of Pledged Collateral: Analysis and Implications," IMF Working Papers 2011/256, International Monetary Fund.
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Cited by:
- Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021.
"Collateral Unchained: Rehypothecation networks, concentration and systemic effects,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," SciencePo Working papers Main hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," SciencePo Working papers Main halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series 2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers 2018-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018. "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE 2018-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Justus Inhoffen & Iman van Lelyveld, 2023.
"Safe Asset Scarcity and Re-use in the European Repo Market,"
Discussion Papers of DIW Berlin
2050, DIW Berlin, German Institute for Economic Research.
- Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Working Papers 787, DNB.
- Justus Inhoffen & Iman van Lelyveld, 2024. "Safe Asset Scarcity and Re-use in the European Repo Market," Tinbergen Institute Discussion Papers 24-018/IV, Tinbergen Institute.
- Ivan Alves & Jeroen Brinkhoff & Stanislav Georgiev & Jean-Cyprien Héam & Iulia Moldovan & Marco Scotto di Carlo, 2015. "Network analysis of the EU insurance sector," ESRB Occasional Paper Series 07, European Systemic Risk Board.
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More about this item
Keywords
regulatory oversight; secruties financing transactions; systemic risk; transparency;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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