“Fire Buys of Central Bank Collateral Assets” charts the cost of eligible securities in the market

A recent research paper by the Bundesbank, “Fire Buys of Central Bank Collateral Assets,” shows the pricing and risk impact to securities from large moves by Central Banks to purchase assets. The paper benefits from the full fixed income trading data of 26 German banks. It’s not just fire sales that move the market: there are fire buys as well. There are some interesting results.

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