The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates
Posted: 14 Oct 2017
Date Written: February 27, 2017
Abstract
As described in a recent statement and blog post, the Federal Reserve Bank of New York (FRBNY), in cooperation with the Office of Financial Research (OFR), is considering the publication of several new benchmark rates for overnight Treasury general collateral repurchase agreement (repo) transactions in order to enhance market transparency and efficiency by improving the quality and breadth of repo market information available to the public.
Suggested Citation: Suggested Citation
Bowman, David H. and Louria, Joshua and McCormick, Matthew and Styczynski, Mary-Frances, The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates (February 27, 2017). FEDS Notes No. 2017-02-27-2, Available at SSRN: https://ssrn.com/abstract=3711706 or http://dx.doi.org/10.17016/2380-7172.1940
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