Reference Guide to U.S. Repo and Securities Lending Markets

Viktoria Baklanova, Adam Copeland and Rebecca McCaughrin (rebecca.mccaughrin@treasury.gov)
Additional contact information
Rebecca McCaughrin: Office of Financial Research

No 15-17, Working Papers from Office of Financial Research, US Department of the Treasury

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, describing 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 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: Repurchase Agreements; Repos; Securities Lending; Wholesale Funding (search for similar items in EconPapers)
Pages: 70 pages
Date: 2015-09-09
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (37)

Downloads: (external link)
https://www.financialresearch.gov/working-papers/f ... -Lending-Markets.pdf (application/pdf)

Related works:
Working Paper: Reference guide to U.S. repo and securities lending markets (2015)
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:wpaper:15-17

Access Statistics for this paper

More papers in Working Papers from Office of Financial Research, US Department of the Treasury Contact information at EDIRC.
Bibliographic data for series maintained by Corey Garriott (corey.garriott@ofr.treasury.gov).