The introduction of the Securities Financing Transactions Regulation into EU law provides a unique opportunity to … obtain an in-depth understanding of repo markets. Based on the transaction-level data reported under the regulation, this … reported under the regulation can support the policy work of central banks and supervisory authorities. We demonstrate that …

In this paper we examine the quantitative effects of margin regulation on volatility in asset markets. We consider a … presence of collateral constraints leads to strong excess volatility. Thus, a regulation of margin requirements may have … stabilizing effects. However, in line with the empirical evidence on margin regulation in U.S. stock markets, we show that changes …

economic discourse on systemic risk and banking regulation to better understand these changes and their timing. Further, we use … regulation prior to the crisis. By following a discourse analysis, we establish that the economic discourse on banking regulation … has not been suitable for providing the knowledge basis required for a dynamically reliable banking regulation, and we …

proverbial race between hare and hedgehog in financial regulation and demonstrate how such an approach can be implemented in … proposes to apply regulatory burdens equivalent to prudential banking regulation if the respective transactional structures …

European Union. Those entities gained crucial importance post-crisis due to new regulation which requires the mandatory …