The Board of Governors of the Federal Reserve System will publish three new benchmark interest rates based on overnight repurchase agreement transactions backed by Treasuries.
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The Board of Governors of the Federal Reserve System is seeking comments on three proposed reference rates based on repurchase agreement transactions backed by Treasuries.
The Office of Financial Research published quantitative information on bilateral repurchase agreement activities in the U.S. securities financing market.
An Office of Financial Research working paper examined how risk-taking in the repurchase agreement market changed following the introduction of the Basel III supplementary leverage ratio regulation.