Central bank haircut policy

DOI10.1007/s10436-010-0171-5zbMath1219.91095OpenAlexW2114581061MaRDI QIDQ635964

Miguel Molico, Jonathan Chiu, James T. E. Chapman

Publication date: 25 August 2011

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://www.bankofcanada.ca/wp-content/uploads/2010/10/wp10-23.pdf

zbMATH Keywords

collateralmonetary policysearch theoryliquiditycentral bankhaircut

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Interbank loans, collateral and modern monetary policy ⋮ Asset prices and standing facilities in a monetary economy

Cites Work

• A dynamic model of settlement
• Money, credit and banking
• Why does overnight liquidity cost more than intraday liquidity?
• MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS

This page was built for publication: Central bank haircut policy