scroll to top
Loading icon
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "COLLATERAL security"

1 - 10 of 9,979 results for
 "COLLATERAL security"
Results per page:

Systemic Risk and Collateral Adequacy: Evidence from the Futures Market.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. May2022, Vol. 57 Issue 3, p1142-1173. 32p.

Abstract:Conventional collateral requirements for derivatives are conservative, but not explicitly designed to buffer systemic risk. I explore collateral adequacy against systemic risk in the Canadian futures market during the 2008 crisis. I find that conventio...

View details

Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Sep2021, Vol. 34 Issue 9, p4373-4411. 39p.

Abstract:Does the ability to pledge an asset as collateral, after purchase, affect its price? This paper identifies the impact of collateral service flows on house prices, exploiting a plausibly exogenous constitutional amendment in Texas that legalized home eq...

View details

Split-Dollar Loan Arrangement Refresher.

Publication Type:Academic Journal

Source(s):Journal of Financial Service Professionals. Jan2022, Vol. 76 Issue 1, p23-25. 3p.

Abstract:This column will: (1) discuss the market for split-dollar life insurance loans; (2) review equity split dollar; (3) describe loan regime split dollar; (4) raise certain issues surrounding split-dollar loan collateral security; (5) compare accrual versu...

View details

The new era for collateral: Optimisation, funding and yield strategies.

Publication Type:Academic Journal

Source(s):Journal of Securities Operations & Custody. Summer2022, Vol. 14 Issue 3, p221-230. 10p.

Abstract:The growth of regulatory require ments has drastically increased the magnitude of collateral consumption for buy-side market participants in recent years. This has forced companies to rethink their strategies surrounding collateral consumption, trading...

View details

Collateral Runs.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Jun2021, Vol. 34 Issue 6, p2949-2992. 44p.

Abstract:This paper models an unexplored source of liquidity risk large broker-dealers face: a withdrawal of collateral providers. By setting different contracting terms on repurchase agreements with cash borrowers and lenders, dealers can source funds for thei...

View details

PROPRIETATEA-GARANȚIE: REZERVA PROPRIETĂȚI I.

Publication Type:Academic Journal

Source(s):Studia Universitatis Babes-Bolyai, Iurisprudentia. oct-dec2021, Issue 4, p75-91. 17p.

Abstract:Studiul de față se concentrează, succint, pe o entitate ce poartă această denumire: rezerva proprietății. Așa-zisa rezervă a proprietății este un tip de proprietate-garanție. Privitor la rezerva proprietății, prezenta lucrare ia în considerare niște as...

View details

The age of collateral convergence.

Publication Type:Academic Journal

Source(s):Journal of Securities Operations & Custody. Summer2022, Vol. 14 Issue 3, p194-205. 12p.

Abstract:This paper investigates how collateral man agement is changing as more buyside firms engage in the practice. Services are being adapted to meet the unique characteristics of the buy side, to ensure regulatory compliance, improve operational efficiency,...

View details

The Evolution Towards the Partial Strategic Autonomy of Sweden's Essential Security Interests.

Publication Type:Academic Journal

Source(s):Defence & Peace Economics. Jun2022, Vol. 33 Issue 4, p399-420. 22p.

Abstract:This article describes how Sweden developed a hybrid defence-industrial infrastructure with three prioritized 'essential strategic interests' pointing to parts of the domestic defence industry: 'a partial strategic autonomy'. The article focuses on Swe...

View details

The collateral rule: Evidence from the credit default swap market.

Publication Type:Academic Journal

Source(s):Journal of Monetary Economics. Mar2022, Vol. 126, p58-86. 29p.

Abstract:• The paper studies how collateral is set in the cleared CDS market, using data from ICE Clear Credit. • Maximum historical shortfall and aggregate short notional describe the collateral better than VaR. • Our results are interpretable via a theoretica...

View details

Cheapest-to-deliver collateral: a common factor approach.

Publication Type:Academic Journal

Source(s):Quantitative Finance. Apr2022, Vol. 22 Issue 4, p707-723. 17p.

Abstract:The collateral choice option gives the collateral posting party the opportunity to switch between different collateral currencies which is well-known to impact the asset price. Quantification of the option's value is of practical importance but remains...

View details

banner_970x250 (970x250)

sponsored