Posts on the Liberty Street Economics Blog


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  1. Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates with Alexander Altman, Kathryn Bayeux, Marco Cipriani, Scott Sherman, and Brett Solimine (December 19, 2015)
  2. Borrowing, lending, and swapping collateral in GCF Repo with Marco Cipriani (May 5, 2016)
  3. Why dealers trade in GCF Repo with Marco Cipriani (May 4, 2016)
  4. End of the road? Impact of interest rate changes on the automobile market with George Hall and Lou Maccini (November 23, 2015)
  5. Don't be late! The importance of timely settlement of tri-party repo contracts with Ira Selig (October 20, 2014)
  6. Lifting the veil on the U.S. bilateral repo market with Isaac Davis, Eric LeSueur and Antoine Martin (July 9, 2014)
  7. What's your WAM? Taking stock of dealers' funding durability with Isaac Davis and Ira Selig (June 9, 2014)
  8. Are higher haircuts better? A paradox with Brian Begalle, Antoine Martin, Jamie McAndrews, and Susan McLaughin (August 19, 2013)
  9. Magnifying the risk of fire sales in the tri-party repo market with Leyla Alkan, Vic Chakrian, Isaac Davis, and Antoine Martin (July 17, 2013)
  10. The odd behavior of repo haircuts during the financial crisis with Antoine Martin (September 17, 2012)
  11. Intraday liquidty flows with Michele Braun, Alexa Herlach, and Radhika Mithal (August 6, 2012)
  12. Income evolution at BHCs: How big BHCs differ (July 23, 2012)
  13. Mapping and sizing the U.S. repo market with Isaac Davis, Eric LeSueur, and Antoine Martin (June 25, 2012)
  14. Cash assets of foreign banks: An example of seasonal adjustment gone awry with Todd Keister and Parinitha Sastry (January 9, 2012)
  15. Everything you wanted to know about the tri-party repo market but didn't know to ask with Antoine Martin and Lucinda Brickler (April 11, 2011)