Discussion Paper

Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market


Abstract: In this note, we analyze the effects of the ON RRP operations on daily repo rate uncertainty--based on revisions to the repo rate forecast--and intraday repo rate volatility.

https://doi.org/10.17016/2380-7172.2069

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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2017-10-19

Number: 2017-10-19-2