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Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask

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Abstract

The tri-party repo market is a large and important market where securities dealers find short-term funding for a substantial portion of their own and their clients’ assets. The Task Force on Tri-Party Repo Infrastructure (Task Force) noted in its report that “(a)t several points during the financial crisis of 2007-2009, the tri-party repo market took on particular importance in relation to the failures and near-failures of Countrywide Securities, Bear Stearns, and Lehman Brothers.” In this post, we provide an overview of this market and discuss several reforms currently under way designed to improve functioning of the market. A recent New York Fed staff report provides an in-depth description of the market.

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  • Lucinda Brickler & Adam Copeland & Antoine Martin, 2011. "Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask," Liberty Street Economics 20110411, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:86741
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    Cited by:

    1. Antonio Rodriguez‐Lopez, 2021. "Liquidity and the International Allocation of Economic Activity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 789-830, May.
    2. Antoine Martin & Susan McLaughlin, 2022. "The Primary Dealer Credit Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
    3. Antoine Martin & Susan McLaughlin, 2021. "COVID Response: The Primary Dealer Credit Facility," Staff Reports 981, Federal Reserve Bank of New York.

    More about this item

    Keywords

    tri-party repos;

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets

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