Louisa Chen

Independent

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The Leverage Ratio and Liquidity in the Gilt and Repo Markets

Bank of England Working Paper No. 690
Number of pages: 56 Posted: 09 Nov 2017 Last Revised: 19 Dec 2017
Andreea Bicu, Louisa Chen and David Elliott
Bank of England, Independent and Bank of England
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Abstract:

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Market Liquidity, Leverage Ratio, Bank Regulation, Repo, Gilt Market, Market-Making