{"id":235,"date":"2019-01-15T15:39:57","date_gmt":"2019-01-15T20:39:57","guid":{"rendered":"https:\/\/sites.bu.edu\/perry\/?page_id=235"},"modified":"2019-01-17T15:32:28","modified_gmt":"2019-01-17T20:32:28","slug":"7-repos-postponing-settlement","status":"publish","type":"page","link":"https:\/\/sites.bu.edu\/perry\/lectures\/mb-lectures\/section-1\/7-repos-postponing-settlement\/","title":{"rendered":"7:  Repos, Postponing Settlement"},"content":{"rendered":"<p><strong><a href=\"\/perry\/files\/2019\/01\/Lec-07-Repos-Postponing-Settlement.pdf\" target=\"_blank\" rel=\"noopener\">Lecture PDF<\/a><\/strong><\/p>\n<p>Lec 7-1: The impact of QE3<\/p>\n<p><a href=\"http:\/\/www.ft.com\/intl\/cms\/s\/0\/bc08e97c-0726-11e2-b148-00144feabdc0.html?siteedition=intl#axzz2feSdpfvf\"><span style=\"font-weight: 400;\">FT article link (1)<\/span><\/a><\/p>\n<p><a href=\"http:\/\/www.ft.com\/intl\/cms\/s\/0\/4c91870a-066a-11e2-bd29-00144feabdc0.html#axzz2feSdpfvf\"><span style=\"font-weight: 400;\">FT article link (2)<\/span><\/a><br \/>\n<a href=\"http:\/\/www.ft.com\/intl\/cms\/s\/0\/4c91870a-066a-11e2-bd29-00144feabdc0.html#axzz2feSdpfvf\"> <iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/MpIiGdYN174\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/a><\/p>\n<p>Lec 7-2: Money Market Interest Rate Patterns<\/p>\n<p><a href=\"http:\/\/www.mcgraw-hill.co.uk\/html\/0071448454.html\"><span style=\"font-weight: 400;\">Stigum&#8217;s Money Market<\/span><\/a><br \/>\n<a href=\"http:\/\/www.mcgraw-hill.co.uk\/html\/0071448454.html\"> <iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/NmlWNEONCNU\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/a><\/p>\n<p>Lec 7-3: Money Market Interest Rate Patterns<\/p>\n<p><span style=\"font-weight: 400;\">Optional: \u00a0<a href=\"http:\/\/www.youtube.com\/watch?v=Cv8grHZCn7I#t=15\">Tri-party repo market reform<\/a><\/span><br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/7WXxQGfY4WI\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 7-4: Repo in balance sheets<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/hF5WI1LoGoY\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 7-5: Comparison with Fed Funds<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/_TgBBNLZ3e8\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 7-6: Legal construction of repo<\/p>\n<p><a href=\"https:\/\/d396qusza40orc.cloudfront.net\/money\/repo-numbers.pdf\"><span style=\"font-weight: 400;\">Calculation for Stigum\u2019s Example<\/span><\/a><br \/>\n<a href=\"https:\/\/d396qusza40orc.cloudfront.net\/money\/repo-numbers.pdf\"> <iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/N2xCU-S6fRs\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/a><\/p>\n<p>Lec 7-7: Security dealers balance sheet<\/p>\n<p><a href=\"http:\/\/www.ny.frb.org\/banking\/reportingforms\/primarystats\/deal.pdf\"><span style=\"font-weight: 400;\">Weekly Release of Primary Dealer Positions<\/span><\/a><\/p>\n<p><a href=\"http:\/\/www.ny.frb.org\/markets\/gsds\/search.html\"><span style=\"font-weight: 400;\">Primary Dealer Position Historical Data<\/span><\/a><\/p>\n<p><a href=\"http:\/\/www.ny.frb.org\/markets\/gsds\/search.html\"><iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/SdKS8AfX1-c\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/a><\/p>\n<p>Lec 7-8: Repo, modern finance, and the Fed<\/p>\n<p><a href=\"http:\/\/www.newyorkfed.org\/markets\/omo\/dmm\/temp.cfm?SHOWMORE=TRUE\"><span style=\"font-weight: 400;\">Most Recent Temporary Open Market Operations<\/span><\/a><\/p>\n<p><a href=\"http:\/\/www.newyorkfed.org\/markets\/omo\/dmm\/historical\/tomo\/search.cfm\"><span style=\"font-weight: 400;\">Temporary Open Market Operations Historical Search<\/span><\/a><\/p>\n<p><a href=\"http:\/\/www.newyorkfed.org\/markets\/omo\/dmm\/historical\/tomo\/search.cfm\"><iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/dI9jj1OPjWw\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/a><\/p>\n<p>Lec 7-9: Interest rate spreads: before the crisis<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/jIzc7XIrzZM\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 7-10: Interest rate spreads: after the crisis<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/_PlS_EOWPcE\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n","protected":false},"excerpt":{"rendered":"<p>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&#8217;s Money Market Lec 7-3: Money Market Interest Rate Patterns Optional: \u00a0Tri-party repo market reform Lec 7-4: Repo in balance sheets Lec 7-5: Comparison with Fed Funds Lec 7-6: Legal construction of [&hellip;]<\/p>\n","protected":false},"author":15799,"featured_media":0,"parent":223,"menu_order":7,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/235"}],"collection":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/users\/15799"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/comments?post=235"}],"version-history":[{"count":3,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/235\/revisions"}],"predecessor-version":[{"id":399,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/235\/revisions\/399"}],"up":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/223"}],"wp:attachment":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/media?parent=235"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}