Tri-party repurchase agreement: Difference between revisions
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imported>Doug Williamson m (Link with new CMSA page. Source: The Treasurer June 2014 p 35 The Power of Three, Steve Lethaby, Clearstream.) |
imported>Doug Williamson (Add link to The Treasurer June 2014) |
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* [[Reverse repurchase agreement]] | * [[Reverse repurchase agreement]] | ||
* [[Security]] | * [[Security]] | ||
== References == | == References == | ||
[http://tiny.cc/fqqhow ACT briefing note] | [http://tiny.cc/fqqhow ACT briefing note] | ||
== Other links == | |||
[http://www.treasurers.org/node/10228: The power of three, The Treasurer June 2014] | |||
Revision as of 18:16, 15 June 2014
(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
- GMRA
- Haircut
- Repurchase agreement
- Reverse repurchase agreement
- Security
References
