Publications Search Results

July 23, 2014
 

The Search found 17 of 13593 documents sorted by Date with the following criteria:
Subject/Keyword: collateral

 
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1. Title: "Puts" in the Shadow
  Author/Editor: Singh, Manmohan
  Series: Working Paper No. 12/229
  Published: September 01, 2012
  Subject(s): Banking systems | Financial institutions | Nonbank financial sector | Shadow economy
  Author's Keyword(s): shadow banking | money market funds | tri-party repo | OTC derivatives | CCPs | Floating Rate Notes | collateral | SIFIs | SIBs | non-banks
 
2. Title: The (Other) Deleveraging
  Author/Editor: Singh, Manmohan
  Series: Working Paper No. 12/179
  Published: July 01, 2012
  Subject(s): Banks | Debt reduction | International financial system | Liquidity | Monetary aggregates | Nonbank financial sector
  Author's Keyword(s): Pledged collateral | velocity of collateral | rehypothecation | monetary policy | deleveraging | hedge funds | securities lending | Taylor rule
 
3. Title: Leverage? What Leverage? A Deep Dive into the U.S. Flow of Funds in Search of Clues to the Global Crisis
  Author/Editor: Bhatia, Ashok Vir ; Bayoumi, Tamim
  Series: Working Paper No. 12/162
  Published: June 01, 2012
  Subject(s): Banks | Borrowing | Consumer credit | Credit expansion | Financial crisis | Financial instruments | Financial sector | Loans | Private sector | United States
  Author's Keyword(s): Leverage | securitization | collateral | investment banking
 
4. Title: Money and Collateral
  Author/Editor: Singh, Manmohan ; Stella, Peter
  Series: Working Paper No. 12/95
  Published: April 01, 2012
  Subject(s): Asset management | Central banks | Money | Securities markets
  Author's Keyword(s): Money | collateral | liquidity | financial crisis | securitization | central bank
 
5. Title: CDS Spreads in European Periphery - Some Technical Issues to Consider
  Author/Editor: Bilal, Mohsan ; Singh, Manmohan
  Series: Working Paper No. 12/77
  Published: March 01, 2012
  Subject(s): Bond markets | Bonds | Economic models | Europe
  Author's Keyword(s): CDS spreads | peripheral Europe | stochastic recovery rate | probability of default | collateral use in OTC derivatives | cheapest-to-deliver bonds | price of risk
 
6. Title: The Nonbank-Bank Nexus and the Shadow Banking System
  Author/Editor: Pozsar, Zoltan ; Singh, Manmohan
  Series: Working Paper No. 11/289
  Published: December 01, 2011
  Subject(s): Asset management | Banking systems | Capital markets | Financial intermediation | Nonbank financial sector
  Author's Keyword(s): shadow banking system | rehypothecation | collateral | maturity transformation
 
7. Title: Velocity of Pledged Collateral: Analysis and Implications
  Author/Editor: Singh, Manmohan
  Series: Working Paper No. 11/256
  Published: November 01, 2011
  Subject(s): Asset management | Banks | Economic models | Hedge funds | International financial system | Nonbank financial sector
  Author's Keyword(s): pledged collateral | velocity of collateral | churning | rehypothecation | monetary policy
 
8. Title: Making OTC Derivatives Safe - A Fresh Look
  Author/Editor: Singh, Manmohan
  Series: Working Paper No. 11/66
  Published: March 01, 2011
  Subject(s): Bankruptcy | Capital markets | Credit risk | Financial institutions | Financial instruments | Risk management
  Author's Keyword(s): Collateral | Netting | Interoperability | OTC Derivatives | Central Bank LOLR | CCPs
 
9. Title: The (sizable) Role of Rehypothecation in the Shadow Banking System
  Author/Editor: Singh, Manmohan ; Aitken, James
  Series: Working Paper No. 10/172
  Published: July 01, 2010
  Subject(s): Banking | Nonbank financial sector | Hedge funds | Shadow economy | United Kingdom | United States
  Author's Keyword(s): Rehypothecation | FSA | Velocity or Churning of Collateral | Counterparty Risk
 
10. Title: Fire Sales and the Financial Accelerator
  Author/Editor: Choi, Woon ; Cook, David
  Series: Working Paper No. 10/141
  Published: June 01, 2010
  Subject(s): Asset liquidation | Bankruptcy | Risk premium
  Author's Keyword(s): Fire sales | financial accelerator | endogenous recovery rate | financial shock | liquidity spiral | collateral
 
11. Title: Collateral, Netting and Systemic Risk in the OTC Derivatives Market
  Author/Editor: Singh, Manmohan
  Series: Working Paper No. 10/99
  Published: April 01, 2010
  Subject(s): Asset management | Banks | Capital | Capital markets | Credit risk | Financial institutions | Financial instruments | Financial risk | Securities regulations
  Author's Keyword(s): Collateral | Netting | Margin | CCPs | OTC derivatives | Central Clearinghouse
 
12. Title: Counterparty Risk, Impact on Collateral Flows and Role for Central Counterparties
  Author/Editor: Singh, Manmohan ; Aitken, James
  Series: Working Paper No. 09/173
  Published: August 01, 2009
  Subject(s): Banking sector | Bankruptcy | Banks | Bonds | Capital markets | Financial institutions | Financial instruments | Financial risk | Nonbank financial sector | Securities markets
  Author's Keyword(s): Counterparty Risk | Large Complex Financial Institutions | OTC derivatives | Collateral Flow | Central Counterparties
 
13. Title: The Volatility Costs of Procyclical Lending Standards:An Assessment Using a DSGE Model
  Author/Editor: Gruss, Bertrand ; Sgherri, Silvia
  Series: Working Paper No. 09/35
  Published: March 01, 2009
  Subject(s): Business cycles | Borrowing | External shocks | Spillovers | Credit ceilings | Capital markets | Asset prices | Financial risk | Economic models
  Author's Keyword(s): Credit Cycles | Collateral Constraints | DSGE Models.
 
14. Title: Central Bank Collateral Frameworks: Principles and Policies
  Author/Editor: Chailloux, Alexandre ; Gray, Simon ; McCaughrin, Rebecca
  Series: Working Paper No. 08/222
  Published: September 01, 2008
  Subject(s): Central bank policy | Financial crisis | Risk management | Emerging markets | Price incentives | Foreign exchange | Liquidity | Capital flows
  Author's Keyword(s): Adverse selection | central banking | collateral | financial market crises | risk mitigation
 
15. Title: Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
  Author/Editor: Chan-Lau, Jorge A.
  Series: Working Paper No. 06/148
  Published: June 01, 2006
  Subject(s): Credit risk | Credit tranches
  Author's Keyword(s): Equity returns | default risk | credit derivatives | credit derivatives indices | collateralized debt obligations
 
16. Title: Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective
  Author/Editor: Chan-Lau, Jorge A. ; Lu, Yinqiu
  Series: Working Paper No. 06/107
  Published: April 01, 2006
  Subject(s): Financial risk | Europe | Credit risk | Risk management | Financial sector | Debt | Credit tranches | Asset prices | International capital markets | Corporate sector
  Author's Keyword(s): Systemic risk | idiosyncratic risk | credit derivatives | credit derivatives indices | collateralized debt obligations | tranches
 
17. Title: A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
  Author/Editor: Avesani, Renzo G. ; Garcia Pascual, Antonio ; Li, Jing
  Series: Working Paper No. 06/105
  Published: April 01, 2006
  Subject(s): Risk management | Economic indicators | Debt | Credit risk | Financial institutions | Investment policy | Commodity pricing policy | International capital markets | Banks | Economic models
  Author's Keyword(s): Risk management | market indicators | stress testing | credit default swap (CDS) | collateralized debt obligation (CDO) | credit risk | large complex financial institutions (LCFIs)
 

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