Tri-party repurchase agreement: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link to The Treasurer June 2014) |
imported>Doug Williamson (Layout.) |
||
| (6 intermediate revisions by the same user not shown) | |||
| Line 4: | Line 4: | ||
The TPA is responsible for the administration of the transaction including collateral allocation, mark to market valuation, and any substitution of collateral. | The TPA is responsible for the administration of the transaction including collateral allocation, mark to market valuation, and any substitution of collateral. | ||
== See also == | == See also == | ||
| Line 9: | Line 10: | ||
* [[Collateral]] | * [[Collateral]] | ||
* [[CMSA]] | * [[CMSA]] | ||
* [[ | * [[Global Master Repurchase Agreement]] (GMRA) | ||
* [[Haircut]] | * [[Haircut]] | ||
* [[Repurchase agreement]] | * [[Repurchase agreement]] | ||
| Line 16: | Line 17: | ||
== | == Other resource == | ||
[http://tiny.cc/fqqhow ACT briefing note] | [http://tiny.cc/fqqhow ACT briefing note] | ||
[[Category:Cash_management]] | |||
[[Category:Financial_products_and_markets]] | |||
[ | [[Category:Liquidity_management]] | ||
Latest revision as of 17:20, 24 June 2022
(Tri-party repo).
A repurchase agreement with a tri-party agent (TPA) acting as an intermediary between the two parties to the repo.
The TPA is responsible for the administration of the transaction including collateral allocation, mark to market valuation, and any substitution of collateral.
See also
- Bilateral repurchase agreement
- Collateral
- CMSA
- Global Master Repurchase Agreement (GMRA)
- Haircut
- Repurchase agreement
- Reverse repurchase agreement
- Security
