How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis
November 5, 2021
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Asset and liability management, Central counterparty clearing house, COVID-19, Currencies, Financial institutions, Financial markets, Health, Hedge funds, Liquidity, Money
Keywords: Central counterparty clearing house, COVID-19, Currencies, Gilt dealer, Hedge funds, Liquidity, Policy debate, Repo market, Repo network, Repo transaction
Publication Details
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Pages:
31
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2021/267
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Stock No:
WPIEA2021267
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ISBN:
9781589068452
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ISSN:
1018-5941