Hedge Fund Treasury Exposures, Repo, and Margining

Ayelen Banegas and Phillip J. Monin
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Ayelen Banegas: https://www.federalreserve.gov/econres/ayelen-banegas.htm
Phillip J. Monin: https://www.federalreserve.gov/econres/phillip-monin.htm

No 2023-09-08-3, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Hedge funds have become among the most active participants in U.S. Treasury (UST) markets over the past decade. As a result, the financial stability vulnerabilities associated with their leveraged Treasury market exposures, which are facilitated by low or zero haircuts on their Treasury repo borrowing, have become more prominent.

Date: 2023-09-08
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2023-09-08-3

DOI: 10.17016/2380-7172.3377

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