Filter by Categories
Accounting
Banking

Special Collateral

A specifically determined and specified collateral in a repo transaction. In this transaction, the underlying security/ issue is well specified....

SC

It stands for special collateral; a specifically determined and specified collateral in a repo transaction. In this transaction, the underlying...

General Collateral Repo

A repo agreement in which the lender of cash accepts any securities that are not special in the market and...

General Collateral

Broadly, it is a category of collateralized securities (known as eligible collateral) with identical credit quality, and as a result...

GC

It stands for general collateral; broadly, it is a category of collateralized securities (known as eligible collateral) with identical credit...

GC Repo

An abbreviation for general collateral repo; a repo agreement in which the lender of cash accepts any securities that are not special...

Specialness Spread

The spread that measures how special a security is seen in the repo market. It is the spread between the...

Specific Collateral Rate

A repo rate that corresponds to special collateral such as Treasury securities that are on the run or have recently been issued. This rate...

Specialness Repo

The spread between the general repo rate and the special repo rate. It can be viewed as a repo dividend (it...

Special Repo Rate

A repo rate that corresponds to special collateral such as Treasury securities that are on the run or have recently been issued. This rate...