Filter by Categories
Accounting
Banking

Repo To Maturity

A standard repo whose termination date matches the maturity date of the security (e.g., bond, note, etc.) In other words,...

Repo Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

VR Repo

It stands for variable-rate repo; a type of repo (repurchase agreement) in which the interest rate is changed in accordance...

Repurchase Agreement

A contract which is entered into between a seller and buyer for the temporary sale of securities, such as treasury...

Reverse Repo

A contract (short-term borrowing) which is made between a buyer and seller for the temporary purchase of securities, such as...

Triparty Repo

A type of repo in which a three-way agreement is entered into to facilitate settlement and daily margining. The three...

Tripartite Repo

A type of repo in which a three-way agreement is entered into to facilitate settlement and daily margining. The three...

Term-Rate-Indexed Repo

A type of floating rate repo (variable rate repo) which is linked to a term index such as LIBOR or...

Trust-Me Repo

A form of repurchase agreement (repo) in which the borrower of cash doesn't deliver out the collateral, but rather keeps...

On Demand Repo

A type of repo (repurchase agreement) that has no fixed maturity date. In effect, the transaction can be terminated "on...