SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Key Mechanics of the U.S. Tri-Party Repo Market
0 references·16 citing·41 second hop
Key Mechanics of the U.S. Tri-Party Repo Market (2012)Key Mechanics of the U.S. Tri-Party Repo …Monetary policy transmission in segmented markets (2023)Monetary policy transmission …Market power in wholesale funding: A structural perspective from the triparty repo market (2023)Market power in wholesale fun…The Market Events of Mid-September 2019 (2020)The Market Events of Mid-Sept…The importance of being special: Repo markets during the crisis (2020)The importance of being speci…Tri-Party Repo Pricing (2019)Tri-Party Repo PricingShadow banking and the financial side of financialisation (2019)Shadow banking and the financ…Economic Consequences of the AOCI Filter Removal for Advanced Approaches Banks (2019)Economic Consequences of the …Replumbing Our Financial System: Uneven Progress (2018)Replumbing Our Financial Syst…Systemic risk in clearing houses: Evidence from the European repo market (2017)Systemic risk in clearing hou…Shadow money and the public money supply: the impact of the 2007–2009 financial crisis on the monetary system (2017)Shadow money and the public m…Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility (2017)Monetary Policy Implementatio…A Theory of Collateral for the Lender of Last Resort (2017)A Theory of Collateral for th…Regulatory Arbitrage in Repo Markets (2015)Regulatory Arbitrage in Repo …Reference Guide to U.S. Repo and Securities Lending Markets (2015)Reference Guide to U.S. Repo …Reference Guide to U.S. Repo and Securities Lending Markets (2015)Reference Guide to U.S. Repo …Liquidating illiquid collateral (2013)Liquidating illiquid collater…Bank Runs, Deposit Insurance, and Liquidity (1983)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Bank lending during the financial crisis of 2008 (2009)Deviations from Covered Interest Rate Parity (2016)Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market (2018)Life after LIBOR (2021)Dynamic Noncooperative Game Theory (1982)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Strategic execution in the presence of an uninformed arbitrageur (2012)Heterogeneity and Stability: Bolster the Strong, Not the Weak (2014)Collateral, Rehypothecation, and Efficiency (2017)Liquidity and leverage (2008)Securitized banking and the run on repo (2011)The Impact of CCPss Margin Policies on Repo Markets (2015)Regulatory Effects on Short Term Interest Rates (2020)Special Repo Rates (1996)Sizing Up Repo (2014)Treasury Inconvenience Yields during the COVID-19 Crisis (2020)Stabilizing an Unstable Economy (1987)The Retreat of the State (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The art of leverage: a study of bank power, money-making and debt finance (2019)The Politics of Uncertainty (2020)Rethinking Monetary Sovereignty: The Global Credit Money System and the State (2022)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Basel Committee On Banking Supervision (2010)Does Fair Value Accounting Contribute to Systemic Risk in the Banking Industry? (2019)Low-carbon city initiatives and firm risk: A quasi-natural experiment in China (2021)SVB and Beyond: The Banking Stress of 2023 (2023)Complexity, concentration and contagion (2011)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Economics of Central Clearing (2021)The bond/old-bond spread (2002)Loan Terms and Collateral: Evidence from the Bilateral Repo Market (2022)Repo Runs: Evidence from the Tri‐Party Repo Market (2014)Liquidity windfalls: The consequences of repo rehypothecation (2019)Lombard Street: A Description of the Money Market (1873)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Surviving the Perfect Storm: The Role of the Lender of Last Resort (2016)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2017Systemic risk in clearing houses: Evidence from the European repo market77 cited
  • 2015Regulatory Arbitrage in Repo Markets71 cited
  • 2020The importance of being special: Repo markets during the crisis63 cited
  • 2015Reference Guide to U.S. Repo and Securities Lending Markets63 cited
  • 2017Shadow money and the public money supply: the impact of the 2007–2009 financial crisis on the monetary system61 cited
  • 2019Economic Consequences of the AOCI Filter Removal for Advanced Approaches Banks56 cited
  • 2015Reference Guide to U.S. Repo and Securities Lending Markets55 cited
  • 2013Liquidating illiquid collateral54 cited
  • 2017A Theory of Collateral for the Lender of Last Resort40 cited
  • 2019Tri-Party Repo Pricing39 cited
  • 2019Shadow banking and the financial side of financialisation36 cited
  • 2023Monetary policy transmission in segmented markets35 cited
  • 2017Monetary Policy Implementation and Financial Vulnerability: Evidence from the Overnight Reverse Repurchase Facility35 cited
  • 2020The Market Events of Mid-September 201935 cited
  • 2023Market power in wholesale funding: A structural perspective from the triparty repo market

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

34 cited
  • 2018Replumbing Our Financial System: Uneven Progress33 cited