Dealers’ insurance, market structure, and liquidity

A-Tier
Journal: Journal of Financial Economics
Year: 2020
Volume: 138
Issue: 3
Pages: 725-753

Authors (2)

Carapella, Francesca (not in RePEc) Monnet, Cyril (Bank for International Settlem...)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a parsimonious model to study the effect of regulations aimed at reducing counterparty risk on the structure of over-the-counter securities markets. We find that such regulations promote entry of dealers, thus fostering competition and lowering spreads. Greater competition, however, has an indirect negative effect on market-making profitability. General equilibrium effects imply that more competition can distort incentives of all dealers to invest in efficient technologies ex ante and so can cause a social welfare loss. Our results are consistent with empirical findings on the effects of post-crisis regulations and with the opposition of some market participants to those regulations.

Technical Details

RePEc Handle
repec:eee:jfinec:v:138:y:2020:i:3:p:725-753
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26