This post is actually just a short note with a link to a document which covers the concept of specialness in the repo market, and which is actually a good description of the repo market as a whole. Such things are hard to find, you know.
Mathematician (PhD in Probability Theory).
Art lover (spent one excellent year studying painting and ceramics at Batley Art College).
Ex investment banker (2yrs of fixed-income exotics trading, 5 yrs of quantitative research, 2 yrs of inflation structuring).
Now busy as a quantitative software developer.
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One thought on “Everything you wanted to know about Repo but were afraid to ask”
Thanks! Excited to read this 🙂