Design Options for an o/n Repo Facility
Comment of the Day

September 20 2019

Commentary by Eoin Treacy

Design Options for an o/n Repo Facility

This note by Zolltan Pozsar for Credit Suisse may be of interest to subscribers. Here is a section:

Eoin Treacy's view

A link to the full report is posted in the Subscriber's Area. 

The Credit Suisse short-term interest rates (STIR) team have been way out in front of the Fed’s dilemma in needing to support the repo market while also being reluctant to expend its balance sheet. The clear risk is the Fed will have to settle for lower quality assets in order to control the size of its balance sheet.

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