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The Repo Market | Session 2

Reading Group

Start time:

November 21, 2023 @ 5:00 pm - 6:30 pm

Virtual Project Virtual Project
project Series Event Series (See All)

EST

Location:

Online

Type:

Other

project Series Event Series (See All)
Virtual Project Virtual Project

Description

This is the second of three sessions on Scott Skyrm's 2023 book The Repo Market: Shorts, Shortages, and Squeezes.

https://www.amazon.com/Repo-Market-Shorts-Shortages-Squeezes/dp/1952991285/

From the description:

The Repo market is the most important market few people know about. It's a pillar of the financial system that's often misunderstood yet plays a vital role in the industry. If the financial markets are the engine that powers the economy, the Repo market is the oil that lubricates that engine.

This week, we discuss the third part of the book (pages 93–186):

Shorts, Shortages and Squeezes

  • Supply and Demand
  • Calendar Events
  • Securities Lending
  • Volatility and Velocity
  • Short Selling
  • Specials Theory
  • The Era of The Short Squeeze
  • The Salomon 2 Year Note Squeeze
  • CTD Squeezes
  • Negative Rates

Attendees

Alex Howlett

Mateusz Urban

Shengbei Guo

alison touhey

Jean-Philippe Bombay