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Domestic banks are inelastic providers of marginal funding to repo markets

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As system liquidity declines and rates of return rise, new types of participants enter repo markets as lenders, although some may not be able to reliably deploy cash in the early morning when markets are most active. The short tenor and early-morning timing of most private market repo transactions make domestic banks especially inelastic lenders in response to unanticipated demands for lending

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  • Rosie Levy & Matthew McCormick, 2026. "Domestic banks are inelastic providers of marginal funding to repo markets," Dallas Fed Economics 102855, Federal Reserve Bank of Dallas.
    • Handle: RePEc:fip:d00001:102855
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    File URL: https://www.dallasfed.org/research/economics/2026/0212-levymccormick-repotiming
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