EconPapers    
Economics at your fingertips  
 

Non-centrally Cleared Bilateral Repo

Samuel J. Hempel, Robert Kahn, Vy Nguyen and Sharon Y. Ross

No 22-07, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: For years, regulators have called for greater insight and transparency into the U.S. repurchase agreement (repo) market. As a crucial source of funding and liquidity for the U.S. financial system, repos provide short-term financing to banks, securities dealers, and other financial institutions to fund their liquidity provisions and leveraged investments. Currently, the daily volume of transactions on all U.S. repo markets exceeds $4 trillion.

Date: 2022-08-24
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.financialresearch.gov/the-ofr-blog/202 ... ared-bilateral-repo/ (text/html)

Related works:
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:ofr:ofrblg:22-07

Access Statistics for this paper

More papers in The OFR Blog from Office of Financial Research, US Department of the Treasury Contact information at EDIRC.
Bibliographic data for series maintained by Corey Garriott ().

 
Page updated 2025-03-30
Handle: RePEc:ofr:ofrblg:22-07