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.
This content requires registration. Get access today by signing up here.

Related Posts

Previous Post
NEX European repo volumes up 30% in October yoy, US lifts 5%
Next Post
Independent UK depositary moves to digitize AIFMD space

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.

Menu
X

Reset Password

Create an Account