Tri-party repurchase agreement

From ACT Wiki
Jump to navigationJump to search

(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

Other resource

ACT briefing note