Collateral Value Risk in Safety Nets

• Autorzy: Jan K. Solarz
• Języki publikacji: EN

Abstrakty

EN

This paper studies collateral value risk implications for safety nets in our economy. Collateral Value Risk is blamed for some failure in the use of financial theory in real world. This risk is driven by many underlying factors, including central banks as a major player in the collateral markets and greater use of securitized assets to collateral borrowing. While regulators' new guidelines eliminate systemic risk, this comes at the cost of an inefficiently overcollateralised clearing system. The study supports the adoption of policies promoting management of Collateral Value Risk. (original abstract)

Słowa kluczowe

EN

Risk; Financial security; Market value

PL

Ryzyko; Bezpieczeństwo finansowe; Wartość rynkowa

• Czasopismo: Przedsiębiorczość i Zarządzanie
• Rocznik: 2014
• Numer: t. 15, z. 5, cz. 2 Bezpieczeństwo przedsiębiorstwa w systemie gospodarczym
• Strony: 221--229

Twórcy

autor

Jan K. Solarz

• Społeczna Akademia Nauk

Bibliografia

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