Monitoring Risk From Collateral Runs
Abstract: We present an estimate of the total amount of funds primary dealers can access from the intermediation of cash and securities through secured funding transactions (SFTs). We highlight how this activity can introduce an additional source of risk: the abrupt withdrawal of cash borrowers, which we call collateral runs.
File(s): File format is text/html https://www.federalreserve.gov//econres/notes/feds-notes/monitoring-risk-from-collateral-runs-20200731.htm
Part of Series: FEDS Notes
Publication Date: 2020-07-31