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3 datasets found
  • Federal

    What Drives U.S. Treasury Re-use?

    Board of Governors of the Federal Reserve System —

    Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio...
  • Federal

    Tips from TIPS: Update and Discussions

    Board of Governors of the Federal Reserve System —

    D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk...
  • Federal

    Treasury Securities and Agency Debt and Mortgage-Backed Securities Reporting Requirements

    Board of Governors of the Federal Reserve System —

    The FR 2956 collects detailed data on depository institutions’ daily transactions trading of marketable U.S. Treasury securities and transactions trading of the debt...
3 datasets found

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