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The Tri-Party Repo Market Like You Have Never Seen It Before

Author

Listed:
  • Jacob Adenbaum
  • Antoine Martin
  • Susan McLaughlin

Abstract

The tri-party repo market is a large and important market where securities dealers find a substantial amount of short-term funding. Despite its importance, this market was very opaque before the crisis. Since March 2010, in accordance with recommendation 13 of the Task Force on Tri-Party Repo Infrastructure Reform report, the Federal Reserve Bank of New York has made monthly data on the tri-party repo market available to the public. Today, with our new interactive tool, there is a whole new way to view the market and its evolution. You can make your own charts, looking at volumes for specific asset classes, at haircuts, or at concentration, over your preferred time horizon.

Suggested Citation

  • Jacob Adenbaum & Antoine Martin & Susan McLaughlin, 2015. "The Tri-Party Repo Market Like You Have Never Seen It Before," Liberty Street Economics 20151019b, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:87074
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    More about this item

    Keywords

    tri-party repo market;

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets

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