Discussion Paper
Proportionate margining for repo transactions
Abstract: The repurchase agreement (repo) market plays a central role in funding and leveraging securities positions, and sourcing securities. Traders in the repo market protect themselves from the default of their counterparties through margin collected via haircuts on repo transactions.
https://doi.org/10.17016/2380-7172.3722
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File(s): File format is text/html https://www.federalreserve.gov/econres/notes/feds-notes/proportionate-margining-for-repo-transactions-20250214.html
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2025-02-14
Number: 2025-02-14-1