Repo Pricing Illustration

Repo Pricing Illustration

Richard walks through a realistic example of a repo to understand the mechanics of the transaction.
Overview

This case analysis details the pricing, transaction process and fundamental use cases of a repo. This includes, financing a long position and covering a short position.

Key learning objectives:

  • Be able to calculate market value

  • Calculate the repo value

  • Identify two fundamental use cases of repos

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Summary
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Expert
Richard Comotto

Richard Comotto

Senior Visiting Fellow at the ICMA Centre at the University of Reading, consultant to the International Capital Market Association (ICMA) and its European Repo and Collateral Council (ERCC). Technical expert to the IMF, Asian Development Bank and Frontclear market development company on money market and repo market development in Asia and Africa.

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