The use of collateral in bilateral repurchase and securities lending agreements
We use unique data from U.S. BHC-affiliated securities dealers to study the use of collateral in bilateral repurchase and securities lending agreements. This is the first paper to provide stylized facts about this market, documenting, among other things, that most trades are backed by U.S. Treasurie...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Academic Press Inc.
2019
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Subjects: | |
Online Access: | View Fulltext in Publisher |