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Derivatives & Repo Report

A Buy-Side Guide to Regulatory and Transactional Issues Related To Derivatives and Repurchase Agreements

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About This Blog

The Derivatives and Repo Report offers insights into regulatory and transactional issues related to derivatives and repurchase agreements. Our goal is to provide meaningful and timely information to buy-side market participants, including: mutual funds, hedge funds, exchange-traded funds (ETFs) and their investment advisers; corporate end users; nonswap dealer banks; and other end users of derivatives and repurchase agreements.

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Topics

Accountability Limits and Hedge Exemptions
Bitcoin
Blockchain and Digital Currencies
Canadian OTC Derivatives Reform
Commodity Pool Operators
Commodity Trading Advisors
Documentation and Transactions
Dodd-Frank Act Rules
End-User Exception
Margin Requirements
Mutual Funds and Investment Advisers
Policy and Research
Position Limits
Repurchase Agreements (Repos)
Securities Lending
Security-Based Swaps
Uncategorized

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Recent Updates

Federal Reverse Repo Program Update
Repo Market Infrastructure Update – May 2017
Coming (Relatively) Soon: 3 Treasury Repo Benchmarks
Tri-Party Repo Data: March 2017
Tri-Party Repo Data: December 2016, January & February 2017

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Financial Services Litigation Monitor
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About This Blog

The Derivatives and Repo Report offers insights into regulatory and transactional issues related to derivatives and repurchase agreements. Our goal is to provide meaningful and timely information to buy-side market participants, including: mutual funds, hedge funds, exchange-traded funds (ETFs) and their investment advisers; corporate end users; nonswap dealer banks; and other end users of derivatives and repurchase agreements.

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