The OFR is in a great spot for data collection. With the strength of the US regulatory establishment, they can politely ask for the open books of repo dealers and securities lending agents and get a robust view of the market. In their latest publication, the OFR looks at the financial impact to dealers and CCPs of netting if the buy-side (nondealers) are allowed on CCPs. Are the netting benefits worth the new costs to the market?
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