Study on Negative Treasury Haircuts
The research investigates the supply of leverage in the Treasury market by large dealer banks, showing that their balance sheet capacity significantly influences the market's fragility.
Featured in No. 96 on 7 May 2025 · 5 days after release
- Released
- 2 May 2025
- First featured
- No. 96 · 7 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5239611
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