Everything you wanted to know about Repo but were afraid to ask

Finance, Trading

Well the title is a bit of an overstatement!

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.

Click here for the doc.

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Published by Robert

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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