---
title: Central Bank Haircut Policy
url: https://www.ml-quant.com/papers/ssrn/4835690/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4835690
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4835690
featured: 2024-05-22
citations: unknown
topic: Risk, Credit & Banking
---


# Central Bank Haircut Policy

The study reveals that a decrease in the Eurosystem collateral framework leads banks to replace other high-quality government bonds with EU bonds, especially German banks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4835690
- Identifier: SSRN 4835690
- Released: 2023-11-13
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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