Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Frank M. Keane"'
Autor:
James Darrell Duffie, Frank M. Keane
Publikováno v:
SSRN Electronic Journal.
Autor:
Alain Chaboud, Ellen Correia-Golay, Caren Cox, Michael J. Fleming, Yesol Huh, Frank M. Keane, Kyle Lee, Krista Schwarz, Clara Vega, Carolyn Windover
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Autor:
Frank M. Keane, Michael J. Fleming
Publikováno v:
SSRN Electronic Journal.
Market disruptions in response to the COVID pandemic spurred calls for the consideration of marketwide central clearing of Treasury securities, which might better enable dealers to intermediate large customer trading flows. We assess the netting effi
Autor:
Or Shachar, Michael J. Fleming, Michael Puglia, Collin Jones, Pete Johansson, Dobrislav Dobrev, Liza Reiderman, Frank M. Keane, Tony Rodrigues, Michiel De Pooter, Doug Brain
Publikováno v:
FEDS Notes. 2018
This joint FEDS Note and Liberty Street Economics blog post from staff at the Board of Governors and Federal Reserve Bank of New York aims to share initial insights on the Treasury cash transactions data reported to Financial Industry Regulatory Auth
Publikováno v:
SSRN Electronic Journal.
This paper reports aggregate statistics on securities lending activity based on a recently concluded pilot data collection by staff from the Office of Financial Research (OFR), the Federal Reserve System, and staff from the Securities and Exchange Co
Publikováno v:
American Economic Review. 100:591-596
The Term Securities Lending Facility (TSLF) was recently introduced by the Federal Reserve to promote liquidity in the financing markets for Treasury and other collateral. We evaluate one aspect of the program – the extent to which it has narrowed
Autor:
Frank M. Keane
Publikováno v:
SSRN Electronic Journal.
Securities loans collateralized by cash are by far the most popular form of securities-lending transaction. But when the cash collateral associated with these transactions is actively reinvested by a lender’s agent, potential risks emerge. This stu
This paper, originally released in August 1989 as part of a Federal Reserve Bank of New York series on the U.S. securities markets, examines loans of Treasury and agency securities in the domestic market. It highlights some important institutional ch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::59f63974eee1ab312e663611ba7c2712
https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr555.pdf
https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr555.pdf
Publikováno v:
SSRN Electronic Journal.
The TMPG fails charge for U.S. Treasury securities provides that a buyer of Treasury securities can claim monetary compensation from the seller if the seller fails to deliver the securities on a timely basis. The charge was introduced in May 2009 and