The Tri-Party Repo Market before the 2010 Reforms

By Adam Copeland, Antoine Martin, Michael Walker. 2010

129 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a1872a11e91cbb77ea270232120ce9349b4ea421

Citations in the corpus

• Understanding the Role of Debt in the Financial System (2015, unknown): “Figure 8, taken from Krishnamurthy et al (2014), gives a schematic overview of the system; see also Copeland et al (2010, 2014).”
• The Term Structure of Interbank Risk (2012, unknown): “…to haircuts on structured product collateral, haircuts on Treasuries and agency-issued MBSs were fairly stable throughout the crisis; see, e.g., Copeland, Martin, and Walker (2010) and Krishnamurthy, Nagel, and Orlov (2011). which in turn depend on the funding advantage (or specialness) of…”
• The impact of sovereign credit risk on bank funding conditions (2011, unknown): “See Copeland et al (2010).”
• Bubbles, Financial Crises, and Systemic Risk (2012, unknown): “Just like the risk of a traditional counterparty bank run by depositors leads to multiple equilibria in Diamond and Dybvig (1983), so does the risk of a collateral run of increased margin requirements by financiers in Brunnermeier and Pedersen (2009).”