EconStor >
Federal Reserve Bank of New York >
Staff Reports, Federal Reserve Bank of New York >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/60893
  
Title:Repo and securities lending PDF Logo
Authors:Adrian, Tobias
Begalle, Brian
Copeland, Adam
Martin, Antoine
Issue Date:2011
Series/Report no.:Staff Report, Federal Reserve Bank of New York 529
Abstract:We provide an overview of the data requirements necessary to monitor repurchase agreements (repos) and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets, then argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection should include six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty.
Subjects:systemic risk
repo
JEL:G10
G20
Document Type:Working Paper
Appears in Collections:Staff Reports, Federal Reserve Bank of New York

Files in This Item:
File Description SizeFormat
683155016.pdf204.57 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/60893

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.