Internet Appendix for 'Unsecured and Secured Funding'
22 Pages Posted: 4 Mar 2021
Date Written: December 10, 2020
This supplemental appendix extends the results in Di Filippo, Ranaldo, and Wrampelmeyer (2015) by providing additional background information, analyses, and robustness checks.
The paper "Unsecured and Secured Funding" to which these Appendices apply is available at the following URL: https://ssrn.com/abstract=2822345.
Keywords: Interbank market, funding risk, unsecured funding, repurchase agreements, counterparty credit risk
JEL Classification: E42, E43, E58, G01, G21, G28
Suggested Citation: Suggested Citation