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The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector

  • Jukonis A
IMF Working Papers (2024) 2024(026) 1
DOI: 10.5089/9798400267239.001
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Abstract

… credit risk, the requirements also increase liquidity risk, as … euro area investment funds’ liquidity needs from their derivatives … We focus on liquidity risk arising from variation margin calls …

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APA

Jukonis, A. (2024). The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector. IMF Working Papers, 2024(026), 1. https://doi.org/10.5089/9798400267239.001

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