Reference guide to U.S. repo and securities lending markets

Viktoria Baklanova, Adam Copeland and Rebecca McCaughrin

No 740, Staff Reports from Federal Reserve Bank of New York

Abstract: This paper is intended to serve as a reference guide on U.S. repo and securities lending markets. It begins by presenting the institutional structure, and then describes the market landscape, the role of the participants, and other characteristics, including how repo and securities lending activity has changed since the 2007-09 financial crisis. The paper then discusses vulnerabilities in the repo and short-term wholesale funding markets and the efforts to limit potential systemic risks. It next provides an overview of existing data sources on securities financing markets and highlights specific shortcomings related to data standards and data quality. Lastly, the authors discuss a near-term agenda to help fill some of the data gaps in repo and securities lending markets.

Keywords: securities lending; repo (search for similar items in EconPapers)
JEL-codes: G10 G18 L10 (search for similar items in EconPapers)
Pages: 68 pages
Date: 2015-09-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (37)

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Related works:
Working Paper: Reference Guide to U.S. Repo and Securities Lending Markets (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fednsr:740

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