Internet Appendix for 'Unsecured and Secured Funding'

di Filippo, Mario; Ranaldo, Angelo; Wrampelmeyer, Jan

doi:10.2139/ssrn.3746406

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Internet Appendix for 'Unsecured and Secured Funding'

22 Pages Posted: 4 Mar 2021

See all articles by Mario di Filippo

Angelo Ranaldo

University of Basel - Faculty of Business and Economics; Swiss Finance Institute; University of St. Gallen

Jan Wrampelmeyer

Vrije Universiteit Amsterdam, School of Business and Economics

Date Written: December 10, 2020

Abstract

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

di Filippo, Mario and Ranaldo, Angelo and Wrampelmeyer, Jan, Internet Appendix for 'Unsecured and Secured Funding' (December 10, 2020). Available at SSRN: https://ssrn.com/abstract=3746406 or http://dx.doi.org/10.2139/ssrn.3746406