BIS-中央银行的操作框架及抵押物市场(英文 57页)

    2015-04-13

    BIS-中央银行的操作框架及抵押物市场(英文 57页)


    Central bank operating frameworks and collateral markets

    Contents

    Executive summary ... 1

    1. Introduction ......... 3

    2. Conceptual framework ...... 4

    2.1 Defining collateral markets ..... 4
    2.2 Central bank operating frameworks ...... 6
    2.3 How do central bank operations affect collateral markets? ... 10

    3. Policy dimensions and the measurement of scarcity and structural effects .......... 18

    3.1 Eligibility policy ........ 19
    3.2 Haircuts ..... 24
    3.3 Counterparty access policy ... 28
    3.4 Operational parameters ......... 31

    4. Summary and policy implications .......... 33

    References ......... 38
    Appendix 1: Study Group mandate ...... 41
    Appendix 2: Pre-crisis and crisis implementation of monetary policy –
    two examples .... 42
    Appendix 3: Financial market infrastructure (FMI) and collateral markets ... 47
    Appendix 4: Responses to surveys and interviews with market participants ....... 49
    Members of the Study Group ........ 57
    [报告关键词]: 中央银行 抵押物
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