Shadow Banking - Minimum Haircuts on Collateral
Étude
15-07-2013
The Financial Stability Board proposes to dampen the pro-cyclicality that may be caused by changes in haircuts in repo and securities lending during a crisis, by introducing minimum standards for the calculation of haircuts, in order to stabilise them across the cycle. They are also considering putting a floor under calculations, at least on risky assets that exhibit pro-cyclicality. Higher haircuts would also help curtail the build-up of excessive leverage.
Étude
Auteur externe
Richard COMOTTO (ICMA Centre, Henley Business School, University of Reading, the UK)
À propos de ce document
Type de publication
Domaine politique
Mot-clé
- analyse économique
- analyse économique
- capitaux spéculatifs
- crise monétaire
- FINANCES
- garantie des investissements
- investissement et financement
- libre circulation des capitaux
- liquidité monétaire
- marché financier
- politique commerciale
- relations monétaires
- réglementation financière
- régularisation du marché
- ÉCHANGES ÉCONOMIQUES ET COMMERCIAUX
- ÉCONOMIE
- économie monétaire