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The Repurchase Agreement (Repo) Market
8 references·2 citing·40 second hop
The Repurchase Agreement (Repo) Market (2010)The Repurchase Agreement (Repo) MarketThe Tri-Party Repo Market before the 2010 Reforms (2010)The Tri-Party Repo Market bef…Rollover Risk and Market Freezes (2010)Rollover Risk and Market Free…Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007 (2009)Slapped in the Face by the In…Securitized Banking and the Run on Repo (2009)Securitized Banking and the R…Restoring Financial Stability (2009)Restoring Financial StabilityHaircuts (2009)HaircutsThe Evolution of Repo Contracting Conventions in the 1980s (2006)The Evolution of Repo Contrac…Self-Fulfilling Fire Sales: Fragility of Collateralized Short-Term Debt Markets (2020)Self-Fulfilling Fire Sales: F…The Financial Crisis of 2007-09: Why Did It Happen and What Did We Learn? (2013)The Financial Crisis of 2007-…Bank Runs, Deposit Insurance, and Liquidity (1983)Market Liquidity and Funding Liquidity (2005)Market Liquidity and Funding Liquidity (2008)Velocity of Pledged Collateral (2011)Repo and Securities Lending (2012)Financial Stability Monitoring (2015)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Business conditions and expected returns on stocks and bonds (1989)Common risk factors in the returns on stocks and bonds (1993)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09 (2010)The role of institutional investors in propagating the crisis of 2007–2008 (2011)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Credit Rationing in Markets with Imperfect Information (1981)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)The Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market (2009)Financial Connections and Systemic Risk (2010)Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Financial Intermediaries and Liquidity Creation (1990)Sudden Financial Arrest (2010)Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity (2011)Securitized banking and the run on repo (2011)Banks and loan sales Marketing nonmarketable assets (1995)The Determinants of Credit Spread Changes (2001)Balance Sheet Adjustments during the 2008 Crisis (2010)Complexity, Innovation and the Regulation of Modern Financial Markets (2011)The impact of securitization on the expansion of subprime credit (2012)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)A Survey of Systemic Risk Analytics (2012)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market (2012)Shadow Banking Regulation (2012)Reference Guide to U.S. Repo and Securities Lending Markets (2015)
this work references cited by second hop

References

  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2009Restoring Financial Stability720 cited
  • 2009Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007330 cited
  • 2009Securitized Banking and the Run on Repo216 cited
  • 2010Rollover Risk and Market Freezes122 cited
  • 2010The Tri-Party Repo Market before the 2010 Reforms114 cited
  • 2009Haircuts76 cited
  • 2006The Evolution of Repo Contracting Conventions in the 1980s68 cited

Cited by

  • 2013The Financial Crisis of 2007-09: Why Did It Happen and What Did We Learn?33 cited
  • 2020Self-Fulfilling Fire Sales: Fragility of Collateralized Short-Term Debt Markets30 cited

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