Repo and securities lending

Tobias Adrian, Brian Begalle, Adam Copeland and Antoine Martin

No 529, Staff Reports from Federal Reserve Bank of New York

Abstract: We provide an overview of the data required to monitor repo and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets and argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection would include, at a minimum, six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty.

Keywords: systemic risk; repo (search for similar items in EconPapers)
JEL-codes: G10 G20 (search for similar items in EconPapers)
Date: 2012-12-01
New Economics Papers: this item is included in nep-ban and nep-bec
Note: For a published version of this report, see Tobias Adrian, Brian Begalle, Adam Copeland, and Antoine Martin , "Repo and Securities Lending," Systemic Risk Measurement, Forthcoming, ed. by Markus K. Brunnemeier and Arvind Krishnamurthy, NBER conference volume: 131-148.
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr529.html (text/html)
https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr529.pdf (application/pdf)

Related works:
Chapter: Repo and Securities Lending (2013)
Working Paper: Repo and Securities Lending (2012)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fednsr:529

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Staff Reports from Federal Reserve Bank of New York Contact information at EDIRC.
Bibliographic data for series maintained by Gabriella Bucciarelli ().