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
Summary
Expert
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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