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

Author

Listed:
  • Lucinda Brickler
  • Adam Copeland
  • Antoine Martin

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.

Suggested Citation

  • 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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    Keywords

    tri-party repo;

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets

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