A map of collateral uses and flows
Year of publication: |
December 2016
|
---|---|
Authors: | Aguiar, Andrea ; Bookstaber, Richard M. ; Kenett, Dror Y. ; Wipf, Thomas |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 5.2016, 2, p. 1-28
|
Subject: | collateral | funding liquidity | central clearing | repo | derivatives | funding map | financial stability | Kreditsicherung | Collateral | Derivat | Derivative | Repo-Geschäft | Repo transactions | Finanzkrise | Financial crisis | Liquidität | Liquidity | Clearing | Financial clearing | Kreditrisiko | Credit risk | Bankenliquidität | Bank liquidity | Portfolio-Management | Portfolio selection |
-
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos
Dufour, Alfonso, (2019)
-
Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos, (2021)
-
Loss absorption capacity of central counterparties : evidence from EU-authorised CCPs, part I
Rec, Weronika, (2019)
- More ...
-
A Map of Collateral Uses and Flows
Aguiar, Andrea, (2016)
-
A Map of Funding Durability and Risk
Aguiar, Andrea, (2015)
-
Option pricing and strategies in investing
Bookstaber, Richard M., (1984)
- More ...