Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/130636 
Erscheinungsjahr: 
2016
Schriftenreihe/Nr.: 
Staff Report No. 758
Verlag: 
Federal Reserve Bank of New York, New York, NY
Zusammenfassung: 
We provide aggregate statistics on U.S. dealers' bilateral repurchase agreements and economically equivalent securities lending activities. The data were collected from the U.S.-affiliated securities dealers of nine bank holding companies under a voluntary pilot program run by the Office of Financial Research and the Federal Reserve System with input from the Securities and Exchange Commission. We find that the majority of this activity involves the delivery or receipt of U.S. Treasuries, with equities a distant second. The most common maturity is one day. Finally, rates are widely dispersed across asset classes.
Schlagwörter: 
bilateral repo
short-term funding
financial market
JEL: 
E44
G24
G12
Dokumentart: 
Working Paper

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