The fate of non-cleared bilateral repo for US Treasuries as the Fed prepares to publish repo benchmark rates (Premium)

The Federal Reserve has asked for comments on their planned publication of three interest rates (along with the Office of Financial Research), including the Secured Overnight Financing Rate (SOFR) selected by the Alternative Reference Rates Committee as an ultimate replacement for LIBOR. The planned rates are based on General Collateral (GC) tri-party and GCF Repo(R) transactions. This raises some pointed questions for the future of bilateral non-cleared UST repo.
This content requires free registration (unlocked content) or a Finadium subscription. Log in or get access today by signing up here.

Related Posts

Previous Post
Bloomberg: Bitcoin tumbles as PBOC declares initial coin offerings illegal
Next Post
SFI research: the euro interbank repo market

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.

Menu
X

Reset password

Create an account