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OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates

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Listed:
  • R. Jay Kahn
  • Matthew McCormick
  • Vy Nguyen
  • Mark Paddrik
  • H. Peyton Young

Abstract

A convergence of events caused a 2019 spike in repo rates, according to a new OFR Working Paper. On Sept. 17, 2019, intraday repo rates rose to more than 300 basis points above the upper end of the federal funds target range. This was 30 times larger than the same spread during the preceding week.

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Handle: RePEc:ofr:ofrblg:23-10
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File URL: https://www.financialresearch.gov/the-ofr-blog/2023/04/25/ofr-identifies-factors-that-may-have-contributed-to-the-2019-spike-in-repo-rates/
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