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SSRNRisk, Credit & Banking

Central Bank Haircut Policy

The study reveals that a decrease in the Eurosystem collateral framework leads banks to replace other high-quality government bonds with EU bonds, especially German banks.

Featured in No. 50 on 22 May 2024 ·

Released
13 Nov 2023
First featured
No. 50 · 22 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4835690

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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