How Does the Repo Market Behave Under Stress? : Evidence From the COVID-19 Crisis /

We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected, with most institutions relying on existing trade...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Huser, Anne-Caroline
Muut tekijät: Lepore, Caterina, Veraart, Luitgard
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2021.
Sarja:IMF Working Papers; Working Paper ; No. 2021/267
Aiheet:
Linkit:Full text available on IMF