Internet Appendix for 'Unsecured and Secured Funding'

22 Pages Posted: 4 Mar 2021

See all articles by Mario di Filippo

Mario di Filippo

World Bank Group; World Bank Group

Angelo Ranaldo

University of St. Gallen; University of St. Gallen - School of Finance

Jan Wrampelmeyer

Vrije Universiteit Amsterdam, School of Business and Economics; Tinbergen Institute

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

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

Mario Di Filippo

World Bank Group ( email )

1818 H st NW
Washington, DC 20122
United States

World Bank Group ( email )

1818 H st NW
Washington, DC 20122
United States

Angelo Ranaldo

University of St. Gallen ( email )

Swiss Institute of Banking and Finance s/bf-HSG
Unterer Graben 21
St. Gallen, 9000
Switzerland
+41712247010 (Phone)

HOME PAGE: http://www.sbf.unisg.ch/Lehrstuehle/Lehrstuhl_Ranaldo/Homepage_Ranaldo.aspx

University of St. Gallen - School of Finance ( email )

Unterer Graben 21
St.Gallen, CH-9000
Switzerland

Jan Wrampelmeyer (Contact Author)

Vrije Universiteit Amsterdam, School of Business and Economics ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands

Tinbergen Institute ( email )

Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands

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