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201226s2019 gw o ||| 0 eng d |
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|a EBLCP
|b eng
|c EBLCP
|d REDDC
|d OCLCF
|d OCLCQ
|d OCLCO
|d OCLCL
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|a 9783961462391
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|a 3961462399
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|a (OCoLC)1228040249
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|a HG4521
|b .K538 2019
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|a 332.6
|2 23
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|a UAMI
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| 100 |
1 |
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|a Klaus, Viktoria K.
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1 |
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|a CLO Liquidity Provision and the Volcker Rule
|h [electronic resource].
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| 260 |
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|a Hamburg :
|b Diplomica Verlag,
|c 2019.
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| 300 |
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|a 1 online resource (99 p.).
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| 490 |
1 |
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|a Alternative Investments ;
|v v.23
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| 500 |
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|a Description based upon print version of record.
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0 |
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|a CLO Liquidity Provision and the Volcker Rule: Implications on the Corporate Bond Market -- Vorwort -- Table of Contents -- List of Figures -- List of Tables -- Table of Abbreviations -- Table of Symbols -- 1. Introduction -- 1.1. Problem Formulation -- 1.2. Purpose of Investigation -- 1.3. Procedure of Analysis -- 2. Market Liquidity and the Impact of Financial Regulation -- 2.1. Definition of Market Liquidity -- 2.2. Measuring Market Liquidity in the Corporate Bond Market -- 2.2.1. Spread-based Liquidity Measures -- 2.2.2. Further Traditional Measures of Market Liquidity
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|a 2.3. Recent Financial Regulation Impacting Market Liquidity -- 2.3.1. Revision of Global Regulatory Standards through Basel III -- 2.3.2. The Volcker Rule -- 3. Fundamentals of Corporate Bond Trading and Regulatory Influences -- 3.1. Infrastructure and Trading Mechanics of Corporate Bond Markets -- 3.1.1. Limit Order Book and OTC Markets -- 3.1.2. Types of Dealers in OTC Markets -- 3.1.3. Market-makers' Role in Providing Liquidity -- 3.2. Transmission Mechanism of Financial Regulation through Market Makers -- 3.3. CLOs' Role in Bond Trading -- 3.3.1. Structure and Purpose of CLOs
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|a 3.3.2. CLOs' Regulatory Portfolio Constraints -- 4. Data Set and Construction of Variables -- 4.1. Description of Data Sets -- 4.2. Spread Calculation -- 4.2.1. Fair Values through Inter-Dealer Trades -- 4.2.2. Fair Values through Mid Quotes -- 4.3. Findings and Subsequent Steps -- 5. Modelling CLO Liquidity Provision over Time -- 5.1. Concept of Customer Liquidity Provision applied to CLOs -- 5.2. Model based on Ratios of Spreads -- 5.2.1. Base Regression Model -- 5.2.2. Extension 1: Manager Size -- 5.2.3. Extension 2: Manager Fixed Effects -- 5.3. Model based on Spreads
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| 505 |
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|a 5.3.1. Without Control Variables -- 5.3.2. With Control Variables -- 5.4. Findings on CLOs' Dealer Role and Market Liquidity -- 6. Conclusion and Outlook -- Bibliography -- List of Appendices
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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0 |
|a Investments.
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| 650 |
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6 |
|a Investissements.
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| 650 |
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7 |
|a Investments
|2 fast
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| 758 |
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|i has work:
|a CLO Liquidity Provision and the Volcker Rule (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCYtF8kQgH97RXhwgbT4qFC
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Klaus, Viktoria K.
|t CLO Liquidity Provision and the Volcker Rule: Implications on the Corporate Bond Market
|d Hamburg : Diplomica Verlag,c2019
|z 9783961467396
|
| 830 |
|
0 |
|a Alternative Investments.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6427137
|z Texto completo
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL6427137
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| 994 |
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|a 92
|b IZTAP
|
