Bassi, Claudio; Grill, Michael; Hermes, Felix; Mirza, Harun - 2024
paper presents an overview and key facts about the euro area repo market. We start by providing a description of the dataset … different market segments, counterparties, and collateral, including haircut practices. Finally, we outline how the data … these data can be used to make several important contributions to enhancing our understanding of the repo market from a …