Dealer Balance Sheet Constraints: Evidence from Dealer-Level Data across Repo Market Segments
Lia Chabot,
Paul Cochran,
Sebastian Infante and
Benjamin Iorio
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Sebastian Infante: https://www.federalreserve.gov/econres/sebastian-infante.htm
No 2024-09-23, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)
Abstract:
The continued growth of U.S. Treasury issuance has garnered interest in understanding dealers’ ability to intermediate the U.S. Treasury market. These trends have spurred various efforts to measure the degree to which dealer balance sheet constraints—broadly defined as restrictions on the overall size of an intermediary’s balance sheet—can affect the intermediation of the Treasury market.
Date: 2024-09-23
New Economics Papers: this item is included in nep-acc
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2024-09-23
DOI: 10.17016/2380-7172.3598
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