Why Is So Much Repo Not Centrally Cleared?

Samuel J. Hempel, Robert Kahn, Robert Mann and Mark Paddrik

No 23-11, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: Differences in haircuts, margining, and netting drive dealers to use NCCBR repo agreements over other segments of the repo agreement market. Keywords: Treasury markets, flight-to-safety, dash for cash

Date: 2023-05-12
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