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May 18, 2013

The Search found 17 of 10933 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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