Securities Lending and Repos: Market Overview and Financial Stability Issues docx

... credit and maturity 17 Securities Lending and Repos: Market Overview and Financial Stability Issues Interim Report of the FSB Workstream on Securities Lending and ... Four market segments 1 2. Five key drivers of the securities lending and repo markets 5 3. Location within the shadow banking system 8 4. Overview of regulati...

Ngày tải lên: 15/03/2014, 19:20

... both up and down markets. A recently falling market ~MA5MKTϪ! tends to be associated with increased trading activity and decreased effective spreads. On the other hand, a recently rising market ... holiday effects, and for major macroeconomic announcements. Equity market returns and recent market volatility inf luence liquidity and trading activity. Short-term interest rates...

Ngày tải lên: 23/04/2014, 16:29

... fast-growing market, underpinned by strong innovation 1 2. Potential financial stability risks in some corners of the ETF market 3 Increase in complexity and opacity; Synthetic ETFs 3 Risks for market ... liquidity; Incentives for securities lending 4 3. Risk implications for authorities, ETF investors and providers 5 1 Potential financial stability...

Ngày tải lên: 06/03/2014, 19:20

... of Thailand In June 1999, the Bank of Thailand allowed financial institutions to conduct Securities Borrowing and Lending (SBL) business, which should help promote risk management and market liquidity. ... borrowing. 9 Table 10: Public and Total Borrowings in Domestic and International Markets † Domestic Debt Securities Outstanding (%GDP) International Debt Securities Outs...

Ngày tải lên: 24/10/2012, 09:40

Ngày tải lên: 07/02/2013, 09:32

... behind. 17 Such as, potentially, market pricing information on credit default swaps for certain securities. Money Market Mutual Funds and Financial Stability Eric S. Rosengren President ... be financial stability. Both the financial crisis in 2008 and the more recent sovereign debt problems in Europe underscored the significance of money market fund flows to short...

Ngày tải lên: 19/02/2014, 14:20

... RISK MANAGEMENT AND INSURANCE REVIEW FIGURE 3 Nonlife CAT Bonds: New Issues ∗ Through July 31, 2007. Source: MMC Securities (2007) and Swiss Re (2007b). The CAT Bond Market: Size and Bond Characteristics Although ... rising prices and tightening capacity in the CAT bond market (Guy Carpenter, 2006a). However, the CAT bond market clearly rebounded in 2006 and 2007. CAT BONDS...

Ngày tải lên: 06/03/2014, 04:20

... Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland Christophe Hurlin ∗ ,Rafał Kierzenkowski ∗∗1 Abstract We study the impact of the bank lending ... View”, in: Financial Market Restructuring in Selected Central European Countries,editedbyK.VorstandW. Wehmeyer, A shagate, pp. 7-22. P OLA ´ NSKI Z. (2000), “Poland and Intern...

Ngày tải lên: 22/03/2014, 23:20

... players and who’s hiring and who’s firing • Glossary and resource guides to keep you on top of the latest lingo, and highlight key publica- tions to read and organizations to join Careers in Financial ... the landscape, be well-versed in the latest trends, and prepare better than the competition. This sixth edition of Careers in Financial Markets gives you an in-depth look at...

Ngày tải lên: 29/03/2014, 18:20

... Denmark, Switzerland, Spain, Finland, France, Germany, Ireland, Italy, the Netherlands, Norway and the UK, a three- month Treasury bill rate for Belgium, Sweden and the US, and a three-month ... equity and residential property price data: Australia, Belgium, Canada, Denmark, Finland, France, Germany, Ireland, Italy, Japan, the Netherlands, Norway, Spain, Sweden, Switzerland, the U...

Ngày tải lên: 24/10/2012, 09:40