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- W3122684196 abstract "We provide an overview of the data required to monitor repo and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets and argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection would include, at a minimum, six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty." @default.
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- W3122684196 date "2012-12-01" @default.
- W3122684196 modified "2023-09-27" @default.
- W3122684196 title "Repo and Securities Lending" @default.
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