Nothing Special   »   [go: up one dir, main page]
create a website
The Changing Collateral Space. (2013). Singh, Manmohan.
In: IMF Working Papers.
RePEc:imf:imfwpa:2013/025.

Full description at Econpapers || Download paper

Cited: 22

Citations received by this document

Cites: 17

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp2304.

    Full description at Econpapers || Download paper

  2. Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero.
    In: Working Papers.
    RePEc:szg:worpap:2301.

    Full description at Econpapers || Download paper

  3. Financial Fragility with Collateral Circulation. (2021). Gottardi, Piero ; Monnet, Cyril ; Maurin, Vincent.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15757.

    Full description at Econpapers || Download paper

  4. The pricing implications of the oligopolistic securities lending market: A beneficial owner perspective. (2018). Simon, Zorka ; Huszar, Zsuzsa R.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:215.

    Full description at Econpapers || Download paper

  5. A Review of Shadow Banking. (2018). Adrian, Tobias ; Cetorelli, Nicola ; Breuer, Peter ; Ashcraft, Adam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13363.

    Full description at Econpapers || Download paper

  6. Liquidity cognition and limits of arbitrage. (2017). Mantovi, Andrea ; Tagliavini, G.
    In: Economics Department Working Papers.
    RePEc:par:dipeco:2017-ep01.

    Full description at Econpapers || Download paper

  7. The ‘Visible Hand’ of the ECB’s first quantitative easing. (2017). Valiante, Diego.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0356-0.

    Full description at Econpapers || Download paper

  8. Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

    Full description at Econpapers || Download paper

  9. Central bank collateral frameworks. (2017). Nyborg, Kjell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

    Full description at Econpapers || Download paper

  10. Liquidity Fluctuations in Over the Counter Markets. (2016). Maurin, Vincent .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:218.

    Full description at Econpapers || Download paper

  11. CCPs and network stability in OTC derivatives markets. (2016). Rais Shaghaghi, Ali ; Markose, Sheri ; Heath, Alexandra ; Manning, Mark ; Kelly, Gerard.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:217-233.

    Full description at Econpapers || Download paper

  12. The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian .
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:69.

    Full description at Econpapers || Download paper

  13. The regulation of repo markets: Incorporating public interest through a stronger role of civil society. (2015). Birk, Marius ; Thiemann, Matthias.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:25.

    Full description at Econpapers || Download paper

  14. The Euro Monetary Fund. A proposal for sovereign-debt redemption. (2015). Seixas, Luis Manuel .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp072015.

    Full description at Econpapers || Download paper

  15. Central Bank Collateral Frameworks. (2015). Nyborg, Kjell.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10663.

    Full description at Econpapers || Download paper

  16. Riskante Risikokontrolle. (2015). Eberl, Jakob ; Weber, Christopher ; Brendel, Matthias .
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:68:y:2015:i:14:p:41-49.

    Full description at Econpapers || Download paper

  17. The economics of collateral. (2014). Jõeveer, Karin ; Jeveer, Karin ; Anderson, Ronald W..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59295.

    Full description at Econpapers || Download paper

  18. Knappheit sicherer Anleihen?: Neue Herausforderungen nach der Krise. (2014). Große Steffen, Christoph.
    In: DIW Roundup: Politik im Fokus.
    RePEc:diw:diwrup:3de.

    Full description at Econpapers || Download paper

  19. Collateralization and Financial Stability. (2014). Hausenblas, Vaclav ; Komarkova, Zlatuse ; Dingova, Vilma .
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr1314/3.

    Full description at Econpapers || Download paper

  20. ECB Collateral Criteria: A Narrative Database 2001–2013. (2014). Eberl, Jakob ; Weber, Christopher .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_174.

    Full description at Econpapers || Download paper

  21. Endogenous Derivative Networks.. (2014). Breton, Régis ; Vuillemey, G..
    In: Working papers.
    RePEc:bfr:banfra:483.

    Full description at Econpapers || Download paper

  22. OTC derivatives market – regulatory developments and collateral dynamics.. (2013). Singh, M..
    In: Financial Stability Review.
    RePEc:bfr:fisrev:2011:17:20.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ______,Stefan Lewellen, and Andrew Metric, 2012, “The Safe Asset Share,” American Economic Review: Papers and Proceedings,102, No 3, May, pp 101-106.

  2. –––––, 2010, “Haircuts,” Federal Reserve Bank of St. Louis Review.
    Paper not yet in RePEc: Add citation now

  3. Bech, Morten L., and Elizabeth Klee (2011), The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market,” Journal of Monetary Economics, vol. 58, no. 5, pp. 415-431.

  4. Brunnermeier, Markus, and Lasse Pedersen, 2009, “Market Liquidity and Funding Liquidity,” Review of Financial Studies, Vol. 22, pp. 2201–38.

  5. Claessens, Stijn, Zoltan Pozsar, Lev Ratnovski and Manmohan Singh, 2012, “ Shadow Banking: Economics and Policy”, IMF Staff Discussion Note, SDN 12/12, December.

  6. Copeland, A., A. Martin, and M. Walker, 2010, “The Tri-party Repo Market Before the 2010 Reforms,” Federal Reserve Bank of New York Staff Report No. 477.

  7. Debelle, Guy, 2012, Reserve Bank of Australia, Assistant Governor’s speech, “On Europe’s Effects on Australian Financial Markets,” http://www.rba.gov.au/speeches/2012/pdf/sp-ag-140212.pdf Duffee, Gregory R, 1996. Idiosyncratic Variation of Treasury Bill Yields, Journal of Finance, American Finance Association, vol. 51(2), pages 527-51, June.
    Paper not yet in RePEc: Add citation now
  8. Geanakopolos, John, 2003, “Liquidity, Default and Crashes,” Cowles Foundation Paper No. 1074.
    Paper not yet in RePEc: Add citation now

  9. Gorton, Gary, and Andrew Metrick, 2009, “Securitized Banking and the Run on Repo,” NBER Working Paper No. 15223, August.

  10. Heath, Alexandra and Mark Manning, 2012, “Financial Regulation and Australian Dollar Liquid Assets”, Reserve Bank of Australia Bulletin, September Quarter.

  11. International Monetary Fund, Global Financial Stability Report (Annex 2.1) April, 18 ISDA, 2012, “Initial Margin For Non-Centrally Cleared Swaps”, November.
    Paper not yet in RePEc: Add citation now
  12. JP Morgan, “Flows and Liquidity- No Shortage of Collateral”, October 5, 2012.
    Paper not yet in RePEc: Add citation now
  13. Klee, Elizabeth and Viktors Stebunovs, 2013, “Target Practice: Monetary Policy Implementation In A Post-Crisis Environment”, Forthcoming, Federal Reserve Board.
    Paper not yet in RePEc: Add citation now
  14. Krishnamurthy, Arvind, Stefan Nagel, and Dmitry Orlov, 2010, “Sizing up Repo,” Working Paper, Northwestern and Stanford Universities.
    Paper not yet in RePEc: Add citation now

  15. Shleifer, Andrei, and Robert Vishny, “Fire Sales in Finance and Macroeconomics,” Journal of Economic Perspectives,Winter 2011.

  16. Singh, Manmohan, 2011a, “Making OTC Derivatives Safer—a Fresh Look”, IMF Working Paper No.11/66 ________, 2011b, “Velocity of Pledged Collateral—Analysis and Implication, IMF Working Paper No. 11/256 _______, and Peter Stella, 2012, “Money and Collateral,” IMF Working Paper No. 12/95 _______, 2012, “The (other) Deleveraging”, IMF Working Paper No. 12/179 Standard and Poor’s, 2012 “Collateral Optimization Is Playing A Transformative Role For Depositories, Custodians, And Clearinghouses”, Ratings Direct, December, 18.

  17. Williams, John C, 2012, Presentation to the Western Economic Association International San Francisco, July 2.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Stressed banks? Evidence from the largest-ever supervisory review. (2020). Soto, Paul E ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya.
    In: Discussion Papers.
    RePEc:zbw:bubdps:262020.

    Full description at Econpapers || Download paper

  2. Stressed banks? Evidence from the largest-ever supervisory review. (2020). Soto, Paul E ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1721.

    Full description at Econpapers || Download paper

  3. The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies. (2020). Rochet, Jean ; Quinzii, Martine ; Magill, Michael.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:112:y:2020:i:c:p:113-128.

    Full description at Econpapers || Download paper

  4. Private money creation with safe assets and term premia. (2020). Infante, Sebastian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:828-856.

    Full description at Econpapers || Download paper

  5. Capital requirements, risk choice, and liquidity provision in a business-cycle model. (2020). Begenau, Juliane.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:355-378.

    Full description at Econpapers || Download paper

  6. Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708.

    Full description at Econpapers || Download paper

  7. Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645.

    Full description at Econpapers || Download paper

  8. Bond Premium Cyclicality and Liquidity Traps. (2020). Singh, Sanjay ; Caramp, Nicolas.
    In: Working Papers.
    RePEc:cda:wpaper:336.

    Full description at Econpapers || Download paper

  9. Funding Shocks and Credit Quality. (2019). Perotti, Enrico ; Rola-Janicka, Magdelena.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190060.

    Full description at Econpapers || Download paper

  10. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bekiros, Stelios ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Raza, Naveed.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

    Full description at Econpapers || Download paper

  11. Triffin: Dilemma or Myth?. (2019). McCauley, Robert N ; Bordo, Michael D.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:67:y:2019:i:4:d:10.1057_s41308-019-00088-y.

    Full description at Econpapers || Download paper

  12. The optimal public and private provision of safe assets. (2019). Azzimonti, Marina ; Yared, Pierre.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:102:y:2019:i:c:p:126-144.

    Full description at Econpapers || Download paper

  13. What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444.

    Full description at Econpapers || Download paper

  14. A Model of Fickle Capital Flows and Retrenchment. (2019). Simsek, Alp ; Caballero, Ricardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13819.

    Full description at Econpapers || Download paper

  15. The liquidity premium of safe assets: The role of government debt supply. (2018). Xiong, Qizhou.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:112017.

    Full description at Econpapers || Download paper

  16. Fragile New Economy: The Rise of Intangible Capital and Financial Instability. (2018). Li, YE.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1189.

    Full description at Econpapers || Download paper

  17. A Global Safe Asset for and from Emerging Market Economies. (2018). Brunnermeier, Markus ; Huang, Lunyang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25373.

    Full description at Econpapers || Download paper

  18. Government debt and growth: The role of liquidity. (2018). Grobety, Mathieu.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:83:y:2018:i:c:p:1-22.

    Full description at Econpapers || Download paper

  19. Near-money premiums, monetary policy, and the integration of money markets: Lessons from deregulation. (2018). Wheelock, David ; Carlson, Mark.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:33:y:2018:i:c:p:16-32.

    Full description at Econpapers || Download paper

  20. A Global Safe Asset for and from Emerging Market Economies. (2018). Brunnermeier, Markus K ; Huang, Lunyang.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13387.

    Full description at Econpapers || Download paper

  21. Asset Safety versus Asset Liquidity. (2018). Herrenbrueck, Lucas ; Lee, Sukjoon ; Geromichalos, Athanasios.
    In: Working Papers.
    RePEc:cda:wpaper:326.

    Full description at Econpapers || Download paper

  22. Mapping shadow banking in China: structure and dynamics. (2018). Ehlers, Torsten ; Zhu, Feng ; Kong, Steven.
    In: BIS Working Papers.
    RePEc:bis:biswps:701.

    Full description at Econpapers || Download paper

  23. What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-5.

    Full description at Econpapers || Download paper

  24. Seeking Safety. (2018). Perotti, Enrico ; Ahnert, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-41.

    Full description at Econpapers || Download paper

  25. Optimal Delegation and Limited Awareness, with an Application to Financial Intermediation. (2018). Pavoni, Nicola ; Auster, Sarah.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1869.

    Full description at Econpapers || Download paper

  26. Crowding out in Ricardian economies. (2017). Abel, Andrew B.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:87:y:2017:i:c:p:52-66.

    Full description at Econpapers || Download paper

  27. The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

    Full description at Econpapers || Download paper

  28. Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172035.

    Full description at Econpapers || Download paper

  29. Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-27.

    Full description at Econpapers || Download paper

  30. The Private Production of Safe Assets. (2017). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12395.

    Full description at Econpapers || Download paper

  31. The Private Production of Safe Assets. (2017). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12086.

    Full description at Econpapers || Download paper

  32. Optimal Delegation, Unawareness, and Financial Intermediation. (2016). Pavoni, Nicola ; Auster, Sarah.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:1106.

    Full description at Econpapers || Download paper

  33. A Model of Fickle Capital Flows and Retrenchment. (2016). Caballero, Ricardo ; Simsek, Alp.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22751.

    Full description at Econpapers || Download paper

  34. Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model. (2016). Begenau, Juliane M..
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:15-072.

    Full description at Econpapers || Download paper

  35. The macroeconomics of central bank issued digital currencies. (2016). Kumhof, Michael ; Barrdear, John.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0605.

    Full description at Econpapers || Download paper

  36. The Interplay Between Public and Private External Debt Stocks. (2016). Siwinska-Gorzelak, Joanna ; Siwiska-Gorzelak, Joanna ; Brzozowski, Micha.
    In: International Finance.
    RePEc:bla:intfin:v:19:y:2016:i:3:p:311-332.

    Full description at Econpapers || Download paper

  37. Cheap but Flighty: How Global Imbalances create Financial Fragility. (2015). Perotti, Enrico ; Ahnert, Toni.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150036.

    Full description at Econpapers || Download paper

  38. Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model. (2015). Begenau, Juliane.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:687.

    Full description at Econpapers || Download paper

  39. The impact of Treasury supply on financial sector lending and stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:3:p:571-600.

    Full description at Econpapers || Download paper

  40. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10502.

    Full description at Econpapers || Download paper

  41. Cheap But Flighty: How Global Imbalances Create Financial Fragility. (2015). Perotti, Enrico ; Ahnert, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-33.

    Full description at Econpapers || Download paper

  42. Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees. (2014). Gornicka, Lucyna .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140035.

    Full description at Econpapers || Download paper

  43. Consequences of asset shortages in emerging markets. (2014). Imam, Patrick ; Chen, Jiaqian .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:7:y:2014:i:1:p:4-35.

    Full description at Econpapers || Download paper

  44. Rating Agencies. (2014). Cole, Harold ; Cooley, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19972.

    Full description at Econpapers || Download paper

  45. Liquidity provision, interest rates, and unemployment. (2014). Rodriguez-Lopez, Antonio ; Rocheteau, Guillaume.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:65:y:2014:i:c:p:80-101.

    Full description at Econpapers || Download paper

  46. Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation. (2014). PHILIPPON, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9792.

    Full description at Econpapers || Download paper

  47. Safe Assets’ Scarcity, Liquidity and Spreads. (2014). Chiesa, Gabriella.
    In: Working Papers.
    RePEc:bol:bodewp:wp927.

    Full description at Econpapers || Download paper

  48. Savings Deposits in Austria – A Safety Net in Times of Crisis. (2012). Fessler, Pirmin ; Schuerz, Martin ; Andreasch, Michael .
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2012:i:2:b:4.

    Full description at Econpapers || Download paper

  49. Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation. (2012). PHILIPPON, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18077.

    Full description at Econpapers || Download paper

  50. The Chicago Plan Revisited. (2012). Kumhof, Michael ; Benes, Jaromir.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/202.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-25 03:49:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.