Repo Runs: Evidence from the Tri-Party Repo Market

The repo market has been viewed as a potential source of financial instability since the 2007 to 2009 financial crisis, based in part on findings that margins increased sharply in a segment of this market. This paper provides evidence suggesting that there was no system-wide run on repo. Using confi...

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Veröffentlicht in:	The Journal of finance (New York) 2014-12, Vol.69 (6), p.2343-2380
Hauptverfasser:	COPELAND, ADAM, MARTIN, ANTOINE, WALKER, MICHAEL
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank collateral Cash Clearing banks Collateral Data analysis Economic crisis Economic instability Financial crisis Financial economics Financial management Financial margins Financial securities Funding Investors Market theory Mortgage backed securities Repurchase agreement Repurchase agreements Studies
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