Central Bank Collateral Frameworks Principles and Policies

Other author Mccaughrin, Rebecca
Other author Gray, Simon
Other author Chailloux, Alexandre
Format Electronic
Publication InfoWashington : International Monetary Fund
Description16 p. 11.000 x 08.500 in.
Supplemental ContentFull text available from Ebook Central - Academic Complete

SeriesIMF Working Papers No. 08/222
Summary Annotation Central bank collateral policies came under pressure with the 2007-08 financial market crisis. This paper addresses the rationale for and constraints in taking collateral, and recent practices in different collateral frameworks. It then considers the risks of adverse selection. The paper concludes that (i) the collateral framework needs to include market incentives; (ii) central banks face trade-offs between risk and counterparty access; (iii) emerging markets may see pressure on collateral policies in coming years; and (iv) further work is required to develop pricing incentives and the structure of central bank facilities, both during normal times and in periods of market stress.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
ISBN9781451870800
ISBN1451870809 (Trade Paper) Active Record
Standard identifier# 9781451870800
Stock number22343 00013468

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