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Blog Posts

almost all on the Liberty Street Economics Blog

  1. Banks Runs and Information with Haelim Anderson (May 12, 2023)
  2. Are There Too Many Ways to Clear and Settle Secured Financing Transactions? with Frank Keane and Jenny Phan (May 8, 2023)
  3. With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows? with Catherine Huang and Kailey Kraft (October 12, 2012)
  4. The Global Dash for Cash in March 2020 with Jordan Barone, Alain Chaboud, Cullen Kavoussi, Frank M. Keane, and Seth Searls (July 12, 2022)
  5. What Quantity of Reserves is Sufficient? with Darrell Duffie and Yilin (David) Yang (September 29, 2021)
  6. Intraday Timing of General Collateral Repo Markets with Kevin Clark, R. Jay Kahn, Antoine Martin, Mark Paddrick, and Benjamin Taylor (July 14, 2021)
  7. How Competitive are U.S. Treasury Repo Markets? with R. Jay Kahn, Antoine Martin, Matthew McCormick, Will Riordan, Kevin Clark, and Timothy Wessel (February 18, 2021)
  8. The Fed Funds Market during the 2007-09 Financial Crisis (November 10, 2020)
  9. The Value of Central Bank Liquidity During a Pandemic with Haelim Anderson and Jin-Wook Chang---(published by FinReg Blog on July 3, 2020)
  10. The Value of Opacity in a Banking Crisis with Haelim Anderson (April 2, 2020)
  11. Are New Repo Participants Gaining Ground? with Ira Selig and Anya Tarascina (April 3, 2019)
  12. What Can We Learn from the Timing of Interbank Payments? with Linsey Molloy and Anya Tarascina (February 25, 2019)
  13. Do you know how your Treasury trades are cleared and settled? with Michael Fleming, Frank Keane, and Radhika Mithal (September 12, 2018)
  14. The Cost and Duration of Excess Funding Capacity in Tri-Party Repo with Ira Selig and Noah Zinsmeister (October 4, 2017)
  15. Excess Funding Capacity in Tri-Party Repo with Ira Selig and Noah Zinsmeister (October 2, 2017)
  16. Introducing the Revised Broad Treasuries Financing Rate with Kathryn Bayeux, Alyssa Cambron, Marco Cipriani, Scott Sherman, and Brett Solimine (June 19, 2017)
  17. Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates with Alexander Altman, Kathryn Bayeux, Marco Cipriani, Scott Sherman, and Brett Solimine (December 19, 2016)
  18. Borrowing, lending, and swapping collateral in GCF Repo with Marco Cipriani (May 5, 2016)
  19. Why dealers trade in GCF Repo with Marco Cipriani (May 4, 2016)
  20. End of the road? Impact of interest rate changes on the automobile market with George Hall and Lou Maccini (November 23, 2015)
  21. Don't be late! The importance of timely settlement of tri-party repo contracts with Ira Selig (October 20, 2014)
  22. Lifting the veil on the U.S. bilateral repo market with Isaac Davis, Eric LeSueur and Antoine Martin (July 9, 2014)
  23. What's your WAM? Taking stock of dealers' funding durability with Isaac Davis and Ira Selig (June 9, 2014)
  24. Are higher haircuts better? A paradox with Brian Begalle, Antoine Martin, Jamie McAndrews, and Susan McLaughin (August 19, 2013)
  25. Magnifying the risk of fire sales in the tri-party repo market with Leyla Alkan, Vic Chakrian, Isaac Davis, and Antoine Martin (July 17, 2013)
  26. The odd behavior of repo haircuts during the financial crisis with Antoine Martin (September 17, 2012)
  27. Intraday liquidty flows with Michele Braun, Alexa Herlach, and Radhika Mithal (August 6, 2012)
  28. Income evolution at BHCs: How big BHCs differ (July 23, 2012)
  29. Mapping and sizing the U.S. repo market with Isaac Davis, Eric LeSueur, and Antoine Martin (June 25, 2012)
  30. Cash assets of foreign banks: An example of seasonal adjustment gone awry with Todd Keister and Parinitha Sastry (January 9, 2012)
  31. Everything you wanted to know about the tri-party repo market but didn't know to ask with Antoine Martin and Lucinda Brickler (April 11, 2011)