Adrian, Tobias
[Verfasser:in]
;
Begalle, Brian J.
[Sonstige Person, Familie und Körperschaft];
Copeland, Adam M.
[Sonstige Person, Familie und Körperschaft];
Martin, Antoine
[Sonstige Person, Familie und Körperschaft]
Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2012 erstellt
Beschreibung:
We provide an overview of the data required to monitor repo and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets and argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection would include, at a minimum, six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty