(Translated by https://www.hiragana.jp/)
Citation data for document RePEc:nbr:nberwo:18549
create a website

Repo and Securities Lending. (2012). Martin, Antoine ; Copeland, Adam ; Adrian, Tobias ; Begalle, Brian .
In: NBER Working Papers.
RePEc:nbr:nberwo:18549.

Full description at Econpapers || Download paper

Cited: 32

Citations received by this document

Cites: 21

References cited by this document

Cocites: 37

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Would macroprudential regulation have prevented the last crisis?. (2018). Siegert, Caspar ; Bridges, Jonathan ; Aikman, David ; Siergert, Caspar ; Kashyap, Anil.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0747.

    Full description at Econpapers || Download paper

  2. ON RRP and Stability of the Tri-party Market. (2017). Narajabad, Borghan.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1151.

    Full description at Econpapers || Download paper

  3. The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market. (2017). Kishor, N ; Rizi, Majid Haghani.
    In: MPRA Paper.
    RePEc:pra:mprapa:83471.

    Full description at Econpapers || Download paper

  4. Bond Market Intermediation and the Role of Repo. (2017). Infante, Sebastian ; Huh, Yesol.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-03.

    Full description at Econpapers || Download paper

  5. Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:311-330.

    Full description at Econpapers || Download paper

  6. Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Dale, ; Boudt, Kris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

    Full description at Econpapers || Download paper

  7. On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172107.

    Full description at Econpapers || Download paper

  8. The importance of being special: repo markets during the crisis. (2017). Maddaloni, Angela ; Corradin, Stefano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172065.

    Full description at Econpapers || Download paper

  9. Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds. (2017). Kempf, Elisabeth ; Massa, Massimo ; Manconi, Alberto.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11993.

    Full description at Econpapers || Download paper

  10. Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry. (2016). Verani, Stephane ; Nezami Narajabad, Borghan ; Foley-Fisher, Nathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22774.

    Full description at Econpapers || Download paper

  11. Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry. (2016). Verani, Stephane ; Nezami Narajabad, Borghan ; Foley-Fisher, Nathan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-50.

    Full description at Econpapers || Download paper

  12. Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples. (2016). Capponi, Agostino ; Sturm, Stephan ; Bichuch, Maxim.
    In: Papers.
    RePEc:arx:papers:1501.05893.

    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 Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:16.

    Full description at Econpapers || Download paper

  15. Repos, Fire Sales, and Bankruptcy Policy. (2015). Nosal, Ed ; Mills, David ; Martin, Antoine ; Kahn, Charles ; Carapella, Francesca ; Antinolfi, Gaetano.
    In: Review of Economic Dynamics.
    RePEc:red:issued:14-31.

    Full description at Econpapers || Download paper

  16. Shielding money creation from severe banking crises: How useful are proposals offered by the alternative reform plans?. (2015). Slawinski, Andrzej .
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:46:y:2015:i:3:p:191-206.

    Full description at Econpapers || Download paper

  17. Liquidity Windfalls: The Consequences of Repo Rehypothecation. (2015). Infante, Sebastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-22.

    Full description at Econpapers || Download paper

  18. Liquidity, Government Bonds and Sovereign Debt Crises. (2015). Molteni, Francesco.
    In: Working Papers.
    RePEc:cii:cepidt:2015-32.

    Full description at Econpapers || Download paper

  19. Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis. (2014). Kato, Naoya ; Fukunaga, Ichiro.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-15.

    Full description at Econpapers || Download paper

  20. The Economics of Collateral. (2014). Jõeveer, Karin ; Jeveer, Karin ; Anderson, Ronald W..
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp732.

    Full description at Econpapers || Download paper

  21. Hybrid intermediaries. (2014). Cetorelli, Nicola.
    In: Staff Reports.
    RePEc:fip:fednsr:705.

    Full description at Econpapers || Download paper

  22. Matching collateral supply and financing demands in dealer banks. (2014). McAndrews, James ; Kirk, Adam ; Weed, Phillip ; Sastry, Parinitha .
    In: Economic Policy Review.
    RePEc:fip:fednep:00014.

    Full description at Econpapers || Download paper

  23. AIG in Hindsight. (2014). Paulson, Anna ; McDonald, Robert .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-07.

    Full description at Econpapers || Download paper

  24. The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors. (2014). D'Amico, Stefania ; Kitsul, Yuriy ; Fan, Roger .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-60.

    Full description at Econpapers || Download paper

  25. 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

  26. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139.

    Full description at Econpapers || Download paper

  27. Asset Management and Financial Stability. (2013). .
    In: Reports.
    RePEc:ofr:report:13-1.

    Full description at Econpapers || Download paper

  28. Interpreting Repo Statistics in the Flow of Funds Accounts. (2013). Nagel, Stefan ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19389.

    Full description at Econpapers || Download paper

  29. MBS Real Estate Investment Trusts: A Primer. (2013). Walter, John R. ; Sabol, Steven ; Pellerin, Sabrina .
    In: Economic Quarterly.
    RePEc:fip:fedreq:00005.

    Full description at Econpapers || Download paper

  30. Securities loans collateralized by cash: reinvestment risk, run risk, and incentive issues. (2013). Keane, Frank .
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2013:i:may:n:v.19no.3.

    Full description at Econpapers || Download paper

  31. The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. (2013). D'Amico, Stefania ; Kitzul, Yuriy ; Fan, Roger .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2013-22.

    Full description at Econpapers || Download paper

  32. Office of Financial Research 2012 Annual Report. (2012). .
    In: Reports.
    RePEc:ofr:report:12-1.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrian, T. and H. S. Shin (2009) “Prices and Quantities in the Monetary Policy Transmission Mechanism,” International Journal of Central Banking 5(4), pp. 131-142.

  2. Adrian, T., and M. Fleming (2005) “What Financing Data Reveal about Dealer Leverage,” Federal Reserve Bank of New York Current Issues in Economics and Finance 11 (3).

  3. Adrian, T., C. Burke, and J. McAndrews (2009) “The Federal Reserve’s Primary Dealer Credit Facility,” Federal Reserve Bank of New York Current Issues in Economics and Finance 15 (4).

  4. Ashcraft, A., N. Garleanu, and L. H. Pedersen (2010). “Two monetary tools: Interest rates and haircuts,” National Bureau of Economic Research Working Paper 16337.

  5. Brunnermeier, M. K., and L. H. Pedersen (2009). “Market Liquidity and Funding Liquidity,” Review of Financial Studies, 22(6), 2201-2238.

  6. Copeland A., A. Martin, and M. W. Walker (2010) “The Tri-party Repo Market Before the 2010 Reforms,” Federal Reserve Bank of New York Staff Report 477.

  7. Copeland A., D. Duffie, A. Martin, and S. McLaughlin (2012) “Key Mechanics of the U.S. TriParty Repo Market,” Federal Reserve Bank of New York Economic Policy Review.
    Paper not yet in RePEc: Add citation now
  8. Copeland A., I. Davis, E. LeSueur, and A. Martin (2012) “Mapping and Sizing the U.S. Repo Market” Liberty Street Economics, June 25 (http://libertystreeteconomics.newyorkfed.org/2012/06/mapping-and-sizing-the-us-repomarket. html).
    Paper not yet in RePEc: Add citation now
  9. Covitz, D., N. Liang, and G. A. Suarez (2009) “The Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market,” Board of Governors of the Federal Reserve System Finance and Economics Discussion Series 2009-36.
    Paper not yet in RePEc: Add citation now
  10. Diamond, D., and P. Dybvig (1983) “Bank Runs, Deposit Insurance, and Liquidity,” Journal of Political Economy 91, 401–419.

  11. Duffie, D. (1996) “Special Repo Rates,” Journal of Finance 51(2), 493–526.

  12. Duffie, D. (2010) How Big Banks Fail and What to Do About It, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  13. Fleming, M., and K. Garbade (2003) “The Repurchase Agreement Refined: GCF Repo,” Federal Reserve Bank of New York Current Issues in Economics and Finance 9 (6).
    Paper not yet in RePEc: Add citation now
  14. Garbade, K. (2006) “The Evolution of Repo Contracting Conventions in the 1980s,” Federal Reserve Bank of New York Economic Policy Review 12 (1).
    Paper not yet in RePEc: Add citation now
  15. Garbade, K., and J. F. Ingber (2005) “The Treasury Auction Process: Objectives, Structure, and Recent Adaptations,” Federal Reserve Bank of New York Current Issues in Economics and Finance 11 (2).
    Paper not yet in RePEc: Add citation now
  16. Gorton, G. B. and A. Metrick (2012) “Securitized Banking and the Run on Repo,” Journal of Financial Economics 104(3) pp. 425–451. He, Z. and W. Xiong (forthcoming) “Rollover Risk and Credit Risk,” Journal of Finance.

  17. Krishnamurthy, A., S. Nagel, and D. Orlov (2011) “Sizing up Repo,” Northwestern and Stanford University Working Paper.
    Paper not yet in RePEc: Add citation now
  18. Lipson, P., B. Sabel, and F. Keane (1990a) “Securities Lending, Part 1: Basic Transactions and Participants,” Journal of Commercial Bank Lending 6, 4–18.
    Paper not yet in RePEc: Add citation now
  19. Lipson, P., B. Sabel, and F. Keane (1990b) “Securities Lending, Part 2: Regulation, Pricing, and Risks Borne by Participants,” Journal of Commercial Bank Lending 7, 18–31.
    Paper not yet in RePEc: Add citation now
  20. Martin, A., D. Skeie, and E.-L. von Thadden (2010) “Repo Runs,” Federal Reserve Bank of New York Staff Reports 444.
    Paper not yet in RePEc: Add citation now
  21. Ruchin, Andre (2011) “Can Securities Lending Transactions Substitute for Repurchase Agreement Transactions?” The Banking Law Journal 128 (5), 450–480.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary policy models: lessons from the Eurozone crisis. (2023). Pal, Tibor ; Gutierrez-Diez, Pedro J.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02030-0.

    Full description at Econpapers || Download paper

  2. Towards Money Market in General Equilibrium Framework. (2022). Trinh, Truong Hong.
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:1:p:12-:d:746439.

    Full description at Econpapers || Download paper

  3. A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201902-367.

    Full description at Econpapers || Download paper

  4. What Drives the Strength of Monetary Policy Transmission?. (2019). Matj, Jakub.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2019:q:3:a:3.

    Full description at Econpapers || Download paper

  5. The Risk-Taking Channel and Monetary Transmission Mechanisms in China. (2019). Zhang, Mei ; Guo, Rong ; Kang, LI.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2019:p:1358-1367.

    Full description at Econpapers || Download paper

  6. Hétérogénéité des agents, interconnexions financières et politique monétaire : une approche non conventionnelle. (2018). Napoletano, Mauro ; Gaffard, Jean-Luc.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2018-34.

    Full description at Econpapers || Download paper

  7. Why bank capital matters for monetary policy. (2018). Gambacorta, Leonardo ; Shin, Hyun Song.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:35:y:2018:i:pb:p:17-29.

    Full description at Econpapers || Download paper

  8. Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:94-109.

    Full description at Econpapers || Download paper

  9. On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56.

    Full description at Econpapers || Download paper

  10. Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis. (2017). Mohapatra, Sanket ; Gopalakrishnan, Balagopal.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:14567.

    Full description at Econpapers || Download paper

  11. Banks Risk Taking Behavior and the Optimization Monetary Policy. (2017). Triandhari, Risna ; Alamsyah, Halim ; Syamsudin, M ; Safuan, Sugiharso.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3b:p:754-769.

    Full description at Econpapers || Download paper

  12. Financial Soundness Indicator, Financial Cycle, Credit Cycle and Business Cycle£­Evidence from Taiwan. (2016). Chang, Yuan.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:166-182.

    Full description at Econpapers || Download paper

  13. Monetary policy, financial conditions, and financial stability. (2016). Adrian, Tobias ; Liang, Nellie J..
    In: Staff Reports.
    RePEc:fip:fednsr:690.

    Full description at Econpapers || Download paper

  14. Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11394.

    Full description at Econpapers || Download paper

  15. Why bank capital matters for monetary policy. (2016). Shin, Hyun Song ; Gambacorta, Leonardo.
    In: BIS Working Papers.
    RePEc:bis:biswps:558.

    Full description at Econpapers || Download paper

  16. Firm credit in the euro area: a tale of three crises. (2014). McCann, Fergal ; Lawless, Martina ; Holton, Sarah.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:2:p:190-211.

    Full description at Econpapers || Download paper

  17. Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk.
    In: MPRA Paper.
    RePEc:pra:mprapa:59444.

    Full description at Econpapers || Download paper

  18. Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/190.

    Full description at Econpapers || Download paper

  19. Monetary Policy, Financial Conditions, and Financial Stability. (2014). Adrian, Tobias ; Liang, Nellie.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-13.

    Full description at Econpapers || Download paper

  20. Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model. (2013). Matějů, Jakub ; Mateju, Jakub .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2013_18.

    Full description at Econpapers || Download paper

  21. Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Ng, Serena ; Wright, Jonathan H..
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54.

    Full description at Econpapers || Download paper

  22. Central banks: Paradise lost. (2012). Issing, Otmar.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201206.

    Full description at Econpapers || Download paper

  23. Repo and Securities Lending. (2012). Martin, Antoine ; Copeland, Adam ; Adrian, Tobias ; Begalle, Brian .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18549.

    Full description at Econpapers || Download paper

  24. The Mayekawa Lecture: Central Banks-Paradise Lost. (2012). Issing, Otmar.
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:30:y:2012:p:55-74.

    Full description at Econpapers || Download paper

  25. Central Banks - Paradise Lost. (2012). Issing, Otmar.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:12-e-10.

    Full description at Econpapers || Download paper

  26. Central Banks - Paradise Lost. (2012). Issing, Otmar.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:12-e-010.

    Full description at Econpapers || Download paper

  27. Firm Credit in Europe: A Tale of Three Crises. (2012). McCann, Fergal ; Lawless, Martina ; Holton, Sarah.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:04/rt/12.

    Full description at Econpapers || Download paper

  28. Lessons for monetary policy: What should the consensus be?. (2011). Issing, Otmar.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201113.

    Full description at Econpapers || Download paper

  29. Pośrednictwo finansowe i analiza makroekonomiczna. (2011). Woodford, Michael.
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2011:i:11-12:p:109-139.

    Full description at Econpapers || Download paper

  30. Lessons for Monetary Policy; What Should the Consensus Be?. (2011). Issing, Otmar.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/097.

    Full description at Econpapers || Download paper

  31. Risk Behavior In The Transmission Mechanism Of Monetary Policy In Indonesia. (2011). Juhro, Solikin M ; Satria, Doni.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:13:y:2011:i:3e:p:243-270.

    Full description at Econpapers || Download paper

  32. Lessons for monetary policy: what should the consensus be?. (2011). Issing, Otmar.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:81.

    Full description at Econpapers || Download paper

  33. Do credit shocks matter? A global perspective. (2011). Otrok, Christopher ; Kose, Ayhan ; Huidrom, Raju ; Helbling, Thomas .
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:340-353.

    Full description at Econpapers || Download paper

  34. Macrofoundations for A (Near) 2% Inflation Target. (2010). Faugere, Christophe .
    In: MPRA Paper.
    RePEc:pra:mprapa:23491.

    Full description at Econpapers || Download paper

  35. The development of monetary policy in the 20th century – some reflections. (2010). Issing, Otmar.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201004-01.

    Full description at Econpapers || Download paper

  36. Do Credit Shocks Matter? A Global Perspective. (2010). Kose, Ayhan ; Huidrom, Raju ; Otrok, Christopher ; Helbling, Thomas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/261.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-04 22:56:59 || Create a citation alert || 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.