Monitoring Risk From Collateral Runs

Sebastian Infante and Alexandros Vardoulakis
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Sebastian Infante: https://www.federalreserve.gov/econres/sebastian-infante.htm
Alexandros Vardoulakis: https://www.federalreserve.gov/econres/alexandros-vardoulakis.htm

No 2020-07-31-2, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: We present an estimate of the total amount of funds primary dealers can access from the intermediation of cash and securities through secured funding transactions (SFTs). We highlight how this activity can introduce an additional source of risk: the abrupt withdrawal of cash borrowers, which we call collateral runs.

Date: 2020-07-31
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2020-07-31-2

DOI: 10.17016/2380-7172.2605

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