What drives repo haircuts?: evidence from the UK market

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Bibliographic Details

Other Authors:	Pinter, Gabor [Author] • Todorov, Karamfil [Author] • Yuan, Kathy [Author]
Type of Resource:	E-Book
Language:	English
published:	[Basel] Bank for International Settlements, Monetary and Economic Department July 2022
Series:	Bank für Internationalen Zahlungsausgleich: Working papers ; no 1027
Subjects:	Repurchase agreement systemic risk repo market margin haircut Repurchase agreement systemic risk repo market margin haircut
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen