Accurate, Focused Research on Law, Technology and Knowledge Discovery Since 2002

You Are Here: Home » Government Documents » Remaining Risks in the Tri-Party Repo Market

Remaining Risks in the Tri-Party Repo Market

by on

Remaining Risks in the Tri-Party Repo Market, Antoine Martin, Federal Reserve Bank of New York

  • “The tri-party repo market is one in which large U.S. securities firms and bank securities affiliates (dealers) finance much of their fixed-income securities inventories. A New York Fed white paper and the Financial System Oversight Council annual report have highlighted the risks to financial stability arising from the current infrastructure of this market. The Tri-Party Repo Infrastructure Reform Task Force (Task Force), an industry group sponsored by the New York Fed, has been working on reforms that would address some of these concerns. Unfortunately, a key aspect of the reforms—capped and committed clearing bank credit—has been delayed. In this post, I describe the remaining risks created by this delay.
    • LinkedIn

    Sorry, comments are closed for this post.