Threadneedle Street
London, EC2R 8AH
United Kingdom
Bank of England
Repurchase agreement, systemic risk, repo market, margin; haircut
Search Frictions, Market Power, Government Bonds, Corporate Bonds, Over-the-Counter Markets
Search frictions, market power, government bonds, corporate bonds, OTC markets
Monetary Policy Shocks, Market Liquidity, Real Term Premium, Intermediary Asset Pricing
Real sector, Financial crises, Macroprudential policies and financial stability, Financial institutions, Financial systems, Macroprudential Policies, Banking crises, Economic Growth, WP, emerge market economy, bank crisis, advanced economy, MPI, basis point
Term Structure of Interest Rates, Lower Bound, Nonlinear State-Space Model, Monetary Policy Expectations, Unconventional Monetary Policy
Macroprudential regulation, Default risk, Capital requirements, Bank bail-in
