Repo Rate Spillovers: Evidence from a Natural Experiment

Robert Mann

No 25-05, Working Papers from Office of Financial Research, US Department of the Treasury

Abstract: OFR study uses a Fed policy change to reveal how Treasury repo rate increases spillover to other collateral markets, reducing dealer borrowing by as much as 10% and impacting secondary market liquidity (Working Paper no. 25-05).

Date: 2025-08-28
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