Regulatory effects on short-term interest rates

A-Tier
Journal: Journal of Financial Economics
Year: 2021
Volume: 141
Issue: 2
Pages: 750-770

Authors (3)

Ranaldo, Angelo (Swiss Finance Institute) Schaffner, Patrick (not in RePEc) Vasios, Michalis (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We analyze the effects of prudential regulation on short-term interest rates. The European Market Infrastructure Regulation (EMIR) induces clearing houses (CCPs) to supply large amounts of cash in reverse repurchase agreements (repos). Basel III, in contrast, disincentivizes the borrowing demand by tightening banks’ balance sheet constraints. Using unique regulatory data of CCP investment activity and repo transactions, we find compelling evidence for both the supply and demand channels. The overall effects are decreasing short-term rates and increasing market imbalances in various forms, all of which entail unintended consequences due to the new regulatory framework.

Technical Details

RePEc Handle
repec:eee:jfinec:v:141:y:2021:i:2:p:750-770
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29