Borrowing, Lending, and Swapping Collateral in GCF Repo®

Marco Cipriani and Adam Copeland

No 20160505, Liberty Street Economics from Federal Reserve Bank of New York

Abstract: In the third post in this series, we examined GCF Repo traders? end-of-day strategies. In this final post, we further our understanding of dealers? behavior by looking at their trading pattern within the day.

Keywords: GCF Repo; Collateral Swaps; Clearing Banks (search for similar items in EconPapers)
JEL-codes: G1 G2 (search for similar items in EconPapers)
Date: 2016-05-05
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