Collateral risk management at the Bank of England

Sarah Breeden () and Richard Whisker ()
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Sarah Breeden: Bank of England, Postal: Threadneedle Street, London, EC2R 8AH
Richard Whisker: Bank of England, Postal: Threadneedle Street, London, EC2R 8AH

Bank of England Quarterly Bulletin, 2010, vol. 50, issue 2, 94-103

Abstract: In response to the financial crisis the Bank of England has expanded the range of collateral accepted in its market operations to include private sector assets, notably asset-backed securities and covered bonds. Such assets have different risk characteristics to the forms of collateral previously accepted, presenting new risk management challenges. This article sets out how the Bank of England undertakes collateral risk management, highlighting in particular the significant degree of protection taken by the Bank in its operations.

Date: 2010
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