State Street/Finadium: Repo Execution and Pricing Models – A Case Study of Balance Sheet Constraints, Innovation and Client Preferences
Bank of Canada announces increases to the limit for Securities Repo and Overnight Reverse Repo operations
Fed blog post presents scenarios for Reverse Repo Facility reduction as Fed shrinks Treasury holdings
Paper: Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium