Central Clearing and Collateral Demand
收藏NBER2014-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19890
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资源简介：
We use an extensive data set of bilateral exposures on credit default swap (CDS) to estimate the impact on collateral demand of new margin and clearing practices and regulations. We decompose collateral demand for both customers and dealers into several key components, including the "velocity drag"
提供机构：
美国国家经济研究局
创建时间：
2014-02-01
