Data versus Collateral

DOI10.1093/ROF/RFAC022MaRDI QIDQ6108960zbMATH OpenOpenAlexFDO

Authors Leonardo Gambacorta, Yiping Huang, Zhenhua Li, Shu Chen

Publication date 30 June 2023

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfac022

zbMATH Keywords

asymmetric informationbanksbig databig techcollateralcredit markets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Recommendations

• Collateralized assets and asymmetric information
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• Collateral requirements and asset prices
• Transparency and collateral: central versus bilateral clearing

Cited in

(1)

• Collateral once again

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