Yoshihiko Uchida

Bank of Japan - Institute for Monetary and Economic Studies

Director

2-1-1, Hongoku-cho

Nihonbashi

Chuo-ku, Tokyo, 103

Japan

SCHOLARLY PAPERS

1

DOWNLOADS

312

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012 Last Revised: 29 Oct 2013
Yuji Sakurai and Yoshihiko Uchida
Federal Reserve Banks - Federal Reserve Bank of Richmond and Bank of Japan - Institute for Monetary and Economic Studies
Downloads 312 (138,764)
Citation 1

Abstract:

Loading...

shadow banking, collateral segregation, credit rating migration, margin call