Repurchase Agreements in the Financial Accounts of the United States

Joshua H. Gallin and Elizabeth Ball Holmquist
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Joshua H. Gallin: https://www.federalreserve.gov/econres/joshua-gallin.htm

No 2014-06-30, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: The objectives of this note are to provide an overview of how Board staff compiles repo data for the Financial Accounts, to explain recent changes to those methods and how these changes affect our understanding of the role played by repo in the financial crisis, and to describe plans for further improvements to the repo series.

Date: 2014-06-30
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2014-06-30

DOI: 10.17016/2380-7172.0023

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