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 ().