Tag: repo
Concepts
- Allocating Balance Sheet and Financing Cost
- Collateral Transformation and Upgrade Trades
- Fails to Deliver and the Repo Fails Charge
- General Collateral vs Special Repo
- Haircuts and Collateral Management
- Haircuts and Collateral
- How SOFR Is Calculated From Repo Transactions
- The Implied Repo Rate and Net Basis
- Month-End and Quarter-End Repo Pressure
- Procyclical Haircuts and the Collateral Multiplier
- Repo and Reverse Repo
- The Repo Trade Lifecycle and the GMRA
- Reserve Scarcity and the Demand Curve for Reserves
- SFTR and Securities Financing Reporting
- Short Squeezes and Repo Specialness in Treasuries
- SOFR and Risk-Free Rate Benchmarks
- Sponsored Repo and Central Clearing of Repo
- The Cash-Futures Basis Trade
- The Fed Funds-SOFR Basis
- The Overnight Reverse Repo Facility
- The Standing Repo Facility
- How the Treasury Market Works
- Tri-Party Repo and the Clearing Banks
- Year-End Turn Pricing in Funding Markets