Massimo Ferrari

European Securities and Markets Authority

103 Rue de Grenelle

Paris, 75007

France

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Scholarly Papers (1)

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Collateral Scarcity Premia in Euro Area Repo Markets

ESRB: Working Paper Series No. 2017/55
Number of pages: 38 Posted: 05 Nov 2020
Massimo Ferrari, Claudia Guagliano and Julien Mazzacurati
European Securities and Markets Authority, European Securities and Markets Authority (ESMA) and European Securities and Markets Authority
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Abstract:

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collateral, collateral reuse, negative interest rates, quantitative easing, repos, securities lending, short selling, specialness