Baklanova, Viktoria
[Verfasser:in]
;
Copeland, Adam M.
[Sonstige Person, Familie und Körperschaft];
McCaughrin, Rebecca
[Sonstige Person, Familie und Körperschaft]
Reference Guide to U.S. Repo and Securities Lending Markets
Erschienen in:Office of Financial Research Working Paper ; No. 15-17
Umfang:
1 Online-Ressource (70 p)
Sprache:
Englisch
DOI:
10.2139/ssrn.2664207
Identifikator:
Entstehung:
Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 9, 2015 erstellt
Beschreibung:
This paper is intended to serve as a reference guide on U.S. repo and securities lending markets. It begins by presenting the institutional structure, describing the market landscape, the role of the participants, and other characteristics, including how repo and securities lending activity has changed since the 2007-09 financial crisis. The paper then discusses vulnerabilities in the repo and short-term wholesale funding markets and efforts to limit potential systemic risks. It next provides an overview of existing data sources on securities financing markets, and highlights specific shortcomings related to data standards and data quality. Lastly, the authors discuss a near-term agenda to help fill some of the data gaps in repo and securities lending markets