Repo and Securities Lending

We provide an overview of the data requirements necessary to monitor repurchase agreements (repos) and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets, then argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection should include six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty

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Year of publication:	2011
Authors:	Adrian, Tobias
Other Persons:	Begalle, Brian J. (contributor) ; Copeland, Adam M. (contributor) ; Martin, Antoine (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Repo-Geschäft \| Repo transactions \| Kreditsicherung \| Collateral \| Frühwarnsystem \| Early warning system \| Unternehmensanleihe \| Corporate bond \| Risikomanagement \| Risk management \| Rentenmarkt \| Bond market \| Systemrisiko \| Systemic risk

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