How window-dressing distorts US repo markets

- By Lorenzo Migliorato
- 03 Dec 2025

This is the fourth in a series of extended articles from Risk.net’s Risk Quantum desk, which produces daily data articles, available via a Risk Management subscription. You can find the previous articles here.

On November 27, the Basel Committee on Banking Supervision published the latest systemic indicators for the world’s largest banks. These are supposed to provide the most accurate picture

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