New OFR data shows that zero haircuts remain a common practice in the non-centrally cleared bilateral repo market segment.| Office of Financial Research - The OFR Blog
In 2024, affiliate repo trades began to distort some tri-party repo rates. To address this, the OFR is updating the OFR Short-term Funding Monitor.| www.financialresearch.gov
U.S. G-SIBs are likely to experience resource depletion during stress but still appear well equipped to meet hypothetical CCP assessments.| Office of Financial Research - The OFR Blog
This blog discusses the all-important residential real estate market and examines how mortgage rates affect house prices differently across U.S. cities.| www.financialresearch.gov
An OFR researcher examines how off-exchange trading influences a type of exchange liquidity called odd lots, which are orders for less than 100 shares.| Office of Financial Research - The OFR Blog
The OFR Hedge Fund Monitor shows that hedge fund repurchase agreement (repo) borrowing in Q4 2024 declined after eight consecutive quarters of growth.| www.financialresearch.gov
U.S. Money Market Fund Monitor data show strong cash inflows in Q1 2025, pushing MMF assets to $7.4 trillion by quarter-end.| www.financialresearch.gov
Unrealized securities losses at banks are down from their peak in 2022 but remain elevated.| Office of Financial Research - The OFR Blog
The SEC's clearing rule will bring more repos into the SOFR computation. OFR researchers show that SOFR is not disturbed by the inclusion of new repos.| www.financialresearch.gov
This blog explains how Proof-of-Stake, which requires capital to validate crypto asset transactions, has a higher risk of runs in which stakers exit.| www.financialresearch.gov
An OFR blog shows how to use the OFR Hedge Fund Monitor to gain insight into hedge funds' exposures, using FX and sovereign debt as case studies.| www.financialresearch.gov
Investors continued to pour cash into U.S. money market funds ahead of anticipated interest rate cuts. The cash influx pushed money market fund assets to a record $6.6. trillion on July 31, 2024.| www.financialresearch.gov