Martin Adler

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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The Valuation Haircuts Applied to Eligible Marketable Assets for ECB Credit Operations

ECB Occasional Paper No. 2023/312
Number of pages: 41 Posted: 29 Mar 2023
Martin Adler, Gonzalo Camba-Méndez, Tomislav Džaja, Andrés Manzanares, Matteo Metra and Giorgio Vocalelli
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and University of Verona
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Abstract:

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monetary policy implementation, risk control framework of credit operations, valuation haircuts