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Measuring Settlement Fails

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Abstract

In June 2014, settlement fails of U.S. Treasury securities reached their highest level since the implementation of the Treasury fails charge in May 2009, attracting significant attention from market participants. In this post, we review what fails are, why they are of interest, and how they can be measured. In a companion post following this one, we evaluate the particular circumstances of the June 2014 fails.

Suggested Citation

  • Michael J. Fleming & Frank M. Keane & Antoine Martin & Michael McMorrow, 2014. "Measuring Settlement Fails," Liberty Street Economics 20140919b, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:86974
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    File URL: https://libertystreeteconomics.newyorkfed.org/2014/09/measuring-settlement-fails.html
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    Cited by:

    1. Gurrola-Perez, Pedro & He, Jieshuang & Harper, Gary, 2019. "Securities settlement fails network and buy‑in strategies," Bank of England working papers 821, Bank of England.

    More about this item

    Keywords

    DTCC; Federal Reserve; Settlement fail; Treasury security;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services

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