Macroprudential Regulation Under Repo Funding

Macroprudential Regulation Under Repo Funding
The use of collateral has become one of the most widespread risk mitigation techniques. While it brings stabilizing effects to the individual lender we argue that it may exacerbate systemic risk through margin call activation. We show how a liquidity shock to the cash lender may propagate as a solvency shock via liquidity hoarding even if the cash READ MORE...

Publication date: September 2010
ISBN 9781455208852
$18.00

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