Should declining liquidity in the US Treasury markets push haircuts on UST repo up? We think there is a good case.
Bloomberg, Daniel Kruger, Liz Capo McCormick, repo haircuts, topstory, US Treasury securities liquidity
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A February 1, 2015 article in Bloomberg “The Treasury Market’s Legendary Liquidity Has Been Drying Up” by Liz Capo McCormick and Daniel Kruger got us thinking about haircuts on HQLA. Is…
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