The Fed publishes “Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations”, a look at the RRP program objectives and risks, Part I
Should declining liquidity in the US Treasury markets push haircuts on UST repo up? We think there is a good case.
Highlights from comment letters on the “Regulatory Framework for Haircuts on Non-Centrally Cleared Securities Financing Transactions”
A rare black eye in the peer to peer repo space shows the need for careful due diligence (Premium Content)
Part II: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Part I: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
The FSB on securities finance data collection and aggregation: a good start but there are some tough points to resolve
Corporates: how to invest their cash? Is non-intermediated access to centrally cleared tri-party repo coming?
European rules on investment managers reporting securities financing to trade repositories — will they scare away lenders?
Fed's Potter outlines how they will raise rates….using higher IOER as a magnet. We think RRP is a better tool.
Pimco Total Return Fund reduces cash & repo in favor of futures exposure. Are they feeling the lack of liquidity in repo?