New academic research on securities lending: haircuts for peer to peer; passive fund lending decisions
Bank of Japan: Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets
FSB updates Regulatory framework for haircuts on non-centrally cleared securities financing transactions
An analysis of the BCBS consultation paper “Haircut floors for non-centrally cleared securities financing transactions” (Premium Content)
Highlights from comment letters on the “Regulatory Framework for Haircuts on Non-Centrally Cleared Securities Financing Transactions”
What's the right margin for collateral in securities lending? 102%? 105%? 120%? (Finadium subscribers only)