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Borrowing, Lending, and Swapping Collateral in GCF Repo®

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Abstract

In the third post in this series, we examined GCF Repo traders? end-of-day strategies. In this final post, we further our understanding of dealers? behavior by looking at their trading pattern within the day.

Suggested Citation

  • Marco Cipriani & Adam Copeland, 2016. "Borrowing, Lending, and Swapping Collateral in GCF Repo®," Liberty Street Economics 20160505, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:87126
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    More about this item

    Keywords

    GCF Repo; Collateral Swaps; Clearing Banks;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • G1 - Financial Economics - - General Financial Markets

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