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The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
In the repo market, moreover, there is more activity in the extensive margin (i.e. ... We use the algorithm in Brassil, Hughson and McManus (2016) to identify which payments are interbank loans.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html

Institutional Background and Data

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
The unsecured lending data come from a proprietary transaction-level dataset that contains all payments through the Reserve Bank Information and Transfer System (RITS). ... We use the algorithm in Brassil, Hughson and McManus (2016) to identify which
https://www.rba.gov.au/publications/rdp/2021/2021-01/institutional-background-and-data.html