Fragmenting markets: post-crisis bank regulations and financial market liquidity
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston
De Gruyter
[2023]
|
| Schriftenreihe: | Business & Economics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 84 Seiten Diagramme |
| ISBN: | 9783110673029 3110673029 |
Internformat
MARC
| LEADER | 00000nam a22000008c 4500 | ||
|---|---|---|---|
| 001 | BV046160885 | ||
| 003 | DE-604 | ||
| 005 | 20230330 | ||
| 007 | t | ||
| 008 | 190916s2023 gw |||| |||| 00||| eng d | ||
| 016 | 7 | |a 1192388747 |2 DE-101 | |
| 020 | |a 9783110673029 |c : EUR 33.99 (DE) (freier Preis), EUR 33.99 (AT) (freier Preis) |9 978-3-11-067302-9 | ||
| 020 | |a 3110673029 |9 3-11-067302-9 | ||
| 035 | |a (OCoLC)1372487286 | ||
| 035 | |a (DE-599)DNB1192388747 | ||
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| 049 | |a DE-M382 |a DE-92 | ||
| 100 | 1 | |a Duffie, Darrell |d 1954- |e Verfasser |0 (DE-588)128596120 |4 aut | |
| 245 | 1 | 0 | |a Fragmenting markets |b post-crisis bank regulations and financial market liquidity |c Darrell Duffie |
| 264 | 1 | |a Berlin ; Boston |b De Gruyter |c [2023] | |
| 264 | 4 | |c © 2023 | |
| 300 | |a X, 84 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Business & Economics | |
| 650 | 0 | 7 | |a Liquidität |0 (DE-588)4035908-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzkrise |0 (DE-588)7635855-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bankenaufsicht |0 (DE-588)4004450-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Regulierung |0 (DE-588)4201190-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Internationaler Kreditmarkt |0 (DE-588)4120506-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Außerbörslicher Wertpapierhandel |0 (DE-588)4419581-3 |2 gnd |9 rswk-swf |
| 653 | |a Banking | ||
| 653 | |a Finance | ||
| 653 | |a Financial regulation | ||
| 653 | |a Market liquidity | ||
| 689 | 0 | 0 | |a Internationaler Kreditmarkt |0 (DE-588)4120506-6 |D s |
| 689 | 0 | 1 | |a Finanzkrise |0 (DE-588)7635855-0 |D s |
| 689 | 0 | 2 | |a Außerbörslicher Wertpapierhandel |0 (DE-588)4419581-3 |D s |
| 689 | 0 | 3 | |a Bankenaufsicht |0 (DE-588)4004450-6 |D s |
| 689 | 0 | 4 | |a Regulierung |0 (DE-588)4201190-5 |D s |
| 689 | 0 | 5 | |a Liquidität |0 (DE-588)4035908-6 |D s |
| 689 | 0 | |5 DE-604 | |
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| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, EPUB |z 978-3-11-067312-8 |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031540804&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-031540804 | ||
Datensatz im Suchindex
| _version_ | 1804180510969167872 |
|---|---|
| adam_text | CONTENTS
PREFACE
-
VII
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
1.11
THE
COST
OF
BANK
BALANCE
SHEET
SPACE
-
1
THE
SETTING
-
2
DEBT
OVERHANG
HAS
RISEN
-
3
LIQUIDITY
PROVISION
BY
DEALERS
-
7
MODIGLIANI-MILLER,
DEBT
OVERHANG,
AND
ASSET
SUBSTITUTION
-
9
IMPACT
ON
SWAP
MARKETS
-
9
STRATEGIC
IMPLICATIONS
FOR
DEALERS
-
10
ASSET
PRICING
IMPLICATIONS
-
11
THE
LEVERAGE-RATIO
RULE
-
12
EUROPEAN
VERSUS
US
BANKS
-
13
COMPETITION
AND
PRICE
TRANSPARENCY
-
13
THE
STABILITY-LIQUIDITY
EFFICIENT
FRONTIER
-
14
2
2.1
2.2
2.3
2.4
LEVERAGE
RULE
DISTORTIONS
-
17
LEVERAGE
RULE
DISTORTIONS
-
17
REPO
INTERMEDIATION
UNDER
THE
SLR
-
19
SLR
DEGRADES
MONETARY-POLICY
PASSTHROUGH
-
26
REPO
CRUNCHES
IN
2019
AND
2020:
NOT
CAUSED
BY
BALANCE-SHEET
CONSTRAINTS
-
28
3
3.1
3.2
3.3
3.4
3.5
FUNDING
COST
FRICTIONS
-
30
AN
ILLUSTRATIVE
EXAMPLE:
T-BILL
INVESTMENT
----
30
POST-CRISIS
INCREASES
IN
DEALER
FUNDING
COSTS
-
30
A
MODEL
OF
DEALER
FUNDING
COSTS
-
32
CIP
ARBITRAGE
COULD
HARM
SHAREHOLDERS
-
34
REGULATORY
CAPITAL
AND
THE
CROSS-CURRENCY
BASIS
-
36
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
MARKET
DESIGN
IMPLICATIONS
-
39
OPAQUE
BILATERAL
TRADE
IS
INEFFICIENT
-
39
MULTILATERAL
TRADE
PLATFORMS
-
40
SIZE
DISCOVERY
-
41
MULTILATERAL
TRADE
FACILITIES
-
43
POST-TRADE
PRICE
TRANSPARENCY
-
44
CENTRAL
CLEARING
-
47
COMPRESSION
TRADING
-
50
5
5.1
WHEN
THE
FED
RESCUED
THE
TREASURY
MARKET
-
52
STILL
A
SAFE
HAVEN?
-
53
X
_
CONTENTS
5.2
TREASURY
MARKETS
BECAME
DYSFUNCTIONAL
-
56
5.3
UPGRADING
THE
US
TREASURY
MARKET
WITH
CENTRAL
CLEARING
-
64
5.4
SUMMARY
OF
LESSONS
LEARNED
----
71
BIBLIOGRAPHY
-
75
|
| any_adam_object | 1 |
| author | Duffie, Darrell 1954- |
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| building | Verbundindex |
| bvnumber | BV046160885 |
| ctrlnum | (OCoLC)1372487286 (DE-599)DNB1192388747 |
| format | Book |
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| id | DE-604.BV046160885 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:36:55Z |
| institution | BVB |
| isbn | 9783110673029 3110673029 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-031540804 |
| oclc_num | 1372487286 |
| open_access_boolean | |
| owner | DE-M382 DE-92 |
| owner_facet | DE-M382 DE-92 |
| physical | X, 84 Seiten Diagramme |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | De Gruyter |
| record_format | marc |
| series2 | Business & Economics |
| spelling | Duffie, Darrell 1954- Verfasser (DE-588)128596120 aut Fragmenting markets post-crisis bank regulations and financial market liquidity Darrell Duffie Berlin ; Boston De Gruyter [2023] © 2023 X, 84 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Business & Economics Liquidität (DE-588)4035908-6 gnd rswk-swf Finanzkrise (DE-588)7635855-0 gnd rswk-swf Bankenaufsicht (DE-588)4004450-6 gnd rswk-swf Regulierung (DE-588)4201190-5 gnd rswk-swf Internationaler Kreditmarkt (DE-588)4120506-6 gnd rswk-swf Außerbörslicher Wertpapierhandel (DE-588)4419581-3 gnd rswk-swf Banking Finance Financial regulation Market liquidity Internationaler Kreditmarkt (DE-588)4120506-6 s Finanzkrise (DE-588)7635855-0 s Außerbörslicher Wertpapierhandel (DE-588)4419581-3 s Bankenaufsicht (DE-588)4004450-6 s Regulierung (DE-588)4201190-5 s Liquidität (DE-588)4035908-6 s DE-604 Erscheint auch als Online-Ausgabe, PDF 978-3-11-067305-0 Erscheint auch als Online-Ausgabe, EPUB 978-3-11-067312-8 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031540804&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Duffie, Darrell 1954- Fragmenting markets post-crisis bank regulations and financial market liquidity Liquidität (DE-588)4035908-6 gnd Finanzkrise (DE-588)7635855-0 gnd Bankenaufsicht (DE-588)4004450-6 gnd Regulierung (DE-588)4201190-5 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Außerbörslicher Wertpapierhandel (DE-588)4419581-3 gnd |
| subject_GND | (DE-588)4035908-6 (DE-588)7635855-0 (DE-588)4004450-6 (DE-588)4201190-5 (DE-588)4120506-6 (DE-588)4419581-3 |
| title | Fragmenting markets post-crisis bank regulations and financial market liquidity |
| title_auth | Fragmenting markets post-crisis bank regulations and financial market liquidity |
| title_exact_search | Fragmenting markets post-crisis bank regulations and financial market liquidity |
| title_full | Fragmenting markets post-crisis bank regulations and financial market liquidity Darrell Duffie |
| title_fullStr | Fragmenting markets post-crisis bank regulations and financial market liquidity Darrell Duffie |
| title_full_unstemmed | Fragmenting markets post-crisis bank regulations and financial market liquidity Darrell Duffie |
| title_short | Fragmenting markets |
| title_sort | fragmenting markets post crisis bank regulations and financial market liquidity |
| title_sub | post-crisis bank regulations and financial market liquidity |
| topic | Liquidität (DE-588)4035908-6 gnd Finanzkrise (DE-588)7635855-0 gnd Bankenaufsicht (DE-588)4004450-6 gnd Regulierung (DE-588)4201190-5 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Außerbörslicher Wertpapierhandel (DE-588)4419581-3 gnd |
| topic_facet | Liquidität Finanzkrise Bankenaufsicht Regulierung Internationaler Kreditmarkt Außerbörslicher Wertpapierhandel |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031540804&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT duffiedarrell fragmentingmarketspostcrisisbankregulationsandfinancialmarketliquidity |