Trade body weighs haircuts in Canadian repo market – paper

11th July, 2023

Sophia Thomson
Canada flag gig

The paper, titled “2023 Repo Haircuts in the Canadian Context”, acknowledges changing market risks, and gives an overview of the Canadian repo market; a review of global repo haircut conventions; and key recommendations by the regulator

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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