Central bank collateral frameworks and practices
This report examines how collateral frameworks compared across central banks as of mid-2012 and the key changes they had undergone since mid-2007. It also documents how the amount and composition of collateral pledged by counterparties to central banks evolved over the same five-year period.
This report was prepared by a study group chaired by Guy Debelle, Assistant Governor of the Reserve Bank of Australia.
JEL classification: E50, E52, E58