Search Results - subject:"Collateral Management"

A mixed-integer linear programming approach for collateral management

Goblet, Jordan; Willame, Fabien; Grauls, Jan - In: Decision analytics journal 10 (2024), pp. 1-8

Collateral management involves the efficient monitoring and allocation of assets to mitigate credit risk in financial … collateral management, namely to collateralize as much as possible a set of transactions given a limited asset portfolio. In …

Persistent link: https://www.econbiz.de/10014543548

The Bank of England and central bank credit rationing during the crisis of 1847 : frosted glass or raised eyebrows?

Anson, Mike; Bholat, David; Kang, Miao; Rieder, Kilian; … - 2019

Persistent link: https://www.econbiz.de/10012201032

Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -

Genest, Benoit; Rego, David; Freon, Helene - Volkswirtschaftliche Fakultät, … - 2013

collateralization highly impact collateral management through the increase in haircuts and funding of good-quality collateral. As a … receive high quality collateral and deliver lower quality collateral (Cheapest-To-Deliver Collateral Management …). • Considering Management of Liquidity Issues, banks should carefully consider Collateral Management in case of liquidity issues (e …

Persistent link: https://www.econbiz.de/10011201776

European Union: Publication of Financial Sector Assessment Program Documentationâ€”Detailed Assessment of Observance of the CPSS-IOSCO Principles for Financial Market Infrastructures

International Monetary Fund (IMF); International … - 2013

This paper discusses the main findings of the Detailed Assessment of Observance of the Committee on Payment and Settlement Systemsâ€“International Organization of Securities Principles for Financial Market Infrastructures (FMIs) for the European Union. Euroclear Bankâ€™s risk framework...

Persistent link: https://www.econbiz.de/10011242672

Repo and Reverse Repo Regulations in Turkey: Emergence of Regulations After 1982 Banking Crisis and Policy Suggestions in the Light of Financial Failure Lessons

Coskun, Yener - In: Business and Economics Research Journal 3 (2012) 1, pp. 59-59

Repo transactions provide cash/securities management opportunities for financial intermediaries and investors. Repos are the most important financial instrument in Istanbul Stock Exchange in terms of transaction volume. Banker Crisis (1982) and Banking Crisis (1994), occured in Turkey, and also...

Persistent link: https://www.econbiz.de/10010840101

Policy perspectives on OTC derivatives market infrastructure

Duffie, Darrell; Li, Ada; Lubke, Theo - 2010

In the wake of the recent financial crisis, over-the-counter (OTC) derivatives have been blamed for increasing systemic risk. Although OTC derivatives were not a central cause of the crisis, the complexity and limited transparency of the market reinforced the potential for excessive risk-taking,...

Persistent link: https://www.econbiz.de/10010287190

Policy Perspectives on OTC Derivatives Market Infrastructure

Duffie, Darrell; Li, Ada; Lubke, Theo - Becker Friedman Institute for Research in Economics, … - 2010

Persistent link: https://www.econbiz.de/10009399804

The Collateral Central Bank Management Project (CCBM2) - a single plaform for Eurosystem in managing collateral for domestic and cross-border operations

HERBEI, Marius; DUMITER, Florin - In: Finante - provocarile viitorului (Finance - Challenges … 1 (2009) 9, pp. 70-75

. CCBM 2 is a medium term project for the next generation of collateral management which is used by the Eurosystem National … collateral management. The Eurosystem will maintain an open dialogue with market participants throughout the subsequent phases of …

Persistent link: https://www.econbiz.de/10008556689

Denmark; Financial Sector Assessment Program: Detailed Assessment of the Securities Clearance and Settlement Systems

International Monetary Fund (IMF); International … - 2007

This paper discusses key findings of the Detailed Assessment of the Securities Clearance and Settlement Systems for Denmark. The assessment recommends that securities settlement systems should have a well-founded, clear, and transparent legal basis in the relevant jurisdiction. Confirmation of...

Persistent link: https://www.econbiz.de/10011243215

Denmark; Financial System Stability Assessment, including Reports on Observance of Standards and Codes on the following topics, Banking Supervision, Insurance Supervision, Systematically Important Payment

International Monetary Fund (IMF); International … - 2006

The Financial System Stability Assessment of Denmark has been developed to identify the weakness in the financial sector structure and thereby enhance the resilience to macroeconomic shocks and cross-border contagion. This paper provides the overall stability assessment of the financial system...

Persistent link: https://www.econbiz.de/10011244899