How the Treasury Clearing Rule for Repo Might Affect SOFR
Ashlyn Cenicola and
Corey Garriott
No 25-01, The OFR Blog from Office of Financial Research, US Department of the Treasury
Abstract:
The SEC's clearing rule will bring more repos into the SOFR computation. OFR researchers show that SOFR is not disturbed by the inclusion of new repos.
Date: 2025-04-22
References: Add references at CitEc
Citations:
Downloads: (external link)
https://www.financialresearch.gov/the-ofr-blog/202 ... o-might-affect-sofr/ (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:25-01
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 ().