The EU Systemic Risk Board on collateral premia: some logical conclusions and a few open questions

The EU Systemic Risk Board has published a paper, Collateral scarcity premia in euro area repo markets” (October 26, 2017) that bears some examination. At the close of 2016, the European repo markets experienced collateral shortages that disrupted an already fragile market equilibrium, making this study’s insights all the more important.
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