Details about Matthew McCormick

Access statistics for papers by Matthew McCormick.

Last updated 2025-07-08. Update your information in the RePEc Author Service.

Short-id: pmc218

Working Papers

2025

1. Proportionate margining for repo transactions
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2023

2. Anatomy of the Repo Rate Spikes in September 2019
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (1)
   See also Journal Article Anatomy of the Repo Rate Spikes in September 2019, Journal of Financial Crises, Yale Program on Financial Stability (YPFS) (2023) View citations (1) (2023)
3. OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates
   The OFR Blog, Office of Financial Research, US Department of the Treasury

2021

4. How Competitive are U.S. Treasury Repo Markets?
   Liberty Street Economics, Federal Reserve Bank of New York
5. The Dynamics of the U.S. Overnight Triparty Repo Market
   Briefs, Office of Financial Research, US Department of the Treasury View citations (4)
   Also in FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021) View citations (2)

2017

6. The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

Journal Articles

2023

1. Anatomy of the Repo Rate Spikes in September 2019
   Journal of Financial Crises, 2023, 5, (4), 1-25 View citations (1)
   See also Working Paper Anatomy of the Repo Rate Spikes in September 2019, Working Papers (2023) View citations (1) (2023)