The Dynamics of the U.S. Overnight Triparty Repo Market

Matthew McCormick, Mark Paddrik () and Carlos Ramírez
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Carlos Ramírez: https://www.federalreserve.gov/econres/carlos-ramirez.htm

No 2021-08-02, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: The overnight segment of the triparty repurchase agreement (repo) market plays a pivotal role in the normal functioning of the U.S. financial system by acting as an important source of secured short-term funding and supporting the liquidity of key fixed income markets, including U.S. Treasury and agency securities. This over-the-counter market accounts for over $1 trillion in daily transactions and provides a unique venue in which a diverse set of market participants invest their cash as well as obtain short-term funding.

Date: 2021-08-02
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Working Paper: The Dynamics of the U.S. Overnight Triparty Repo Market (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2021-08-02

DOI: 10.17016/2380-7172.2948

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