7: Repos, Postponing Settlement

Lecture PDF

Lec 7-1: The impact of QE3

FT article link (1)

FT article link (2)

Lec 7-2: Money Market Interest Rate Patterns

Stigum’s Money Market

Lec 7-3: Money Market Interest Rate Patterns

Optional:  Tri-party repo market reform

Lec 7-4: Repo in balance sheets

Lec 7-5: Comparison with Fed Funds

Lec 7-6: Legal construction of repo

Calculation for Stigum’s Example

Lec 7-7: Security dealers balance sheet

Weekly Release of Primary Dealer Positions

Primary Dealer Position Historical Data

Lec 7-8: Repo, modern finance, and the Fed

Most Recent Temporary Open Market Operations

Temporary Open Market Operations Historical Search

Lec 7-9: Interest rate spreads: before the crisis

Lec 7-10: Interest rate spreads: after the crisis