Concepedia

Securities Lending Collateral

Securities Lending Collateral is a type of financial collateral consisting of assets, typically cash or securities, posted by a borrower to a lender as credit support to mitigate counterparty risk during the term of a securities lending transaction.

49

Publications

2.9K

Citations

87

Authors

62

Institutions

Publications per year

2017–2026

13

Parents

Publications

49

Securities lending, shorting, and pricing

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen · Journal of Financial Economics · 2002 · 688 citations

, , +17

Margin-based Asset Pricing and Deviations from the Law of One Price

Nicolae Gârleanu, Lasse Heje Pedersen · Review of Financial Studies · 2011 · 680 citations

, , +17

Securities Lending, Shorting, and Pricing

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen · SSRN Electronic Journal · 2002 · 237 citations · Full text

, , +17

The Effects of Stock Lending on Security Prices: An Experiment

Steven N. Kaplan, Tobias J. Moskowitz, Berk A. Sensoy · The Journal of Finance · 2013 · 96 citations

, , +16

Key Mechanics of the U.S. Tri-Party Repo Market

Adam Copeland, Darrell Duffie, Antoine Martin et al. · Federal Reserve Bank of New York Economic policy review · 2012 · 79 citations

, , +16

1–5 of 49

Authors

87

  1. MS
    Manmohan Singh

    International Monetary Fund, United States

    5 publications · 104 citations

    5

    h-index

  2. FM
    Frank M. Keane

    Federal Reserve Bank of New York, United States

    4 publications · 203 citations

    4

    h-index

  3. WB
    Warren B. Hrung

    Federal Reserve Bank of New York, United States

    4 publications · 210 citations

    4

    h-index

  4. NG
    Nicolae Gârleanu

    University of California, Berkeley, United States

    4 publications · 1.6K citations

    4

    h-index

  5. MJ
    Michael J. Fleming

    Federal Reserve Bank of New York, United States

    4 publications · 210 citations

    4

    h-index

1–5 of 87

Institutions

62

  1. New York University

    New York, United States

    8 h-index

    8 publications

    1.8K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    12 publications

    694 citations

  3. Federal Reserve Bank of New York

    New York, United States

    7 h-index

    18 publications

    885 citations

  4. International Monetary Fund

    Washington D.C., United States

    4 h-index

    4 publications

    82 citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    4 h-index

    5 publications

    529 citations

  6. Yale University

    New Haven, United States

    3 h-index

    3 publications

    72 citations

  7. European Corporate Governance Institute

    Brussels, Belgium

    3 h-index

    3 publications

    82 citations

  8. Federal Reserve Board of Governors

    Washington D.C., United States

    3 h-index

    6 publications

    128 citations

1–8 of 62

Venues

  1. SSRN Electronic Journal

    Repository · 16 publications · 683 citations

    13

    h-index

  2. National Bureau of Economic Research

    Repository · 3 publications · 45 citations

    3

    h-index

  3. Review of Financial Studies

    3 publications · 773 citations

    3

    h-index

  4. Journal of Financial Economics

    2 publications · 711 citations

    2

    h-index

  5. IMF Working Paper

    2 publications · 30 citations

    2

    h-index

1–5