Kraenzlin, Sébastien - In: Swiss Journal of Economics and Statistics (SJES) 145 (2009) III, pp. 351-377
repo platform, with four different pre-defined collateral baskets. Each basket comprises different security categories … June 1999 to June 2005. It evaluates, among others, if the securities provided as collateral influenced the repo rate or …Repurchase agreements (repos) are secured money market transactions. The cash taker provides collateral in the form of …