Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Zack Saravay"'
Publikováno v:
AEA Papers and Proceedings. 110:482-486
We document how primary dealers use and re-use collateral in the United States. Using confidential supervisory data, we map how collateral flows through individual dealers, identifying whether the collateral is encumbered or rehypothecated. From thes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eaef8287d61b1944f99340e3260bddfb
https://doi.org/10.1257/pandp.20201099
https://doi.org/10.1257/pandp.20201099
Publikováno v:
FEDS Notes. 2021
Before the 2008 financial crisis, the Federal Reserve (Fed) regularly conducted repurchase agreements (repos) in a fairly modest size with primary dealers to adjust the supply of reserves in the banking system and to keep the federal funds rate at th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68a5ef5d4515df980a33d48cd6daba26
https://doi.org/10.17016/2380-7172.2961
https://doi.org/10.17016/2380-7172.2961
Publikováno v:
FEDS Notes. 2019:1-8
This note describes how the Federal Reserve’s Financial Accounts of the United States account for Collateralized Loan Obligations (CLOs) and discusses two new data series on CLOs that are introduced in the September 2019 publication of the Financia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9695db78f82edf7bedfad25894b00ec
https://doi.org/10.17016/2380-7172.2447
https://doi.org/10.17016/2380-7172.2447
Publikováno v:
FEDS Notes. -None
The Primary Government Securities Dealers Reports (Form FR 2004) collect information at a weekly frequency on daily positions, cumulative transactions, financing, and fails of primary dealers in U.S. government and other fixed-income securities. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8030f15d482261f65b94b817c7a74c2
https://doi.org/10.17016/2380-7172.3182
https://doi.org/10.17016/2380-7172.3182
Autor:
Zack Saravay, Sebastian Infante
Publikováno v:
FEDS Notes. 2020
In March 2020, uncertainty over the COVID-19 pandemic caused severe stress in U.S. financial markets. Specifically, Fleming and Ruela (2020) document a severe impairment of Treasury market functioning, as indicated by a sharp increase in bid/ask spre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a53f390f2c74a94e9cc3a331adda496
https://doi.org/10.17016/2380-7172.2755
https://doi.org/10.17016/2380-7172.2755