Tri-party equity repo jumps up 40% yoy as repo desks shift to more volatile collateral in search of P&L. But will the Fed look kindly?
The Liberty Street Economics Blog takes a look at the funding crisis of 1763. Is it déjà vu all over again?
“The roots of shadow banking” by Enrico Perotti: placing the blame for market collapse on repo's safe harbor provisions.
A paper from the Peterson Institute for International Economics argues to set IOER and RRP at the same rates. It make a lot of sense.
New York Portfolio Clearing to be consolidated into ICE Clear Europe…Is there more to it than cost savings?
Zoltan Pozsar: "Shadow banking and the global financial ecosystem". A thoughtful new take on shadow banking.
IOSCO builds new measurements for hedge fund leverage; this is a work in progress but shows good forward momentum
The FSB announces the 2nd phase of their study on securities financing; this time its all about haircuts
What will be the fate of risk assets if they are excluded from repo CCPs and tri-party fire sale solutions?
The CFTC and liquidity rules for DCOs: do they need committed repo facilities for their US Treasuries?