Its Starting: The Repo Market Is Failing?!
Eurodollar University
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The Impact of Treasury Department's Cutback on Collateral Supply and Correlation with Interest Rates
This chapter explores the implications of the Treasury Department's reduction in front and bill supply, highlighting the resulting fails and collateral shortages in the Eurodollar system. It also discusses the Eurodollar University's report on identifying collateral constraints and the relationship between interest rates and swaps spreads.
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