Treasury repo clearing mandate would free up $207bn leverage exposures for G-Sibs
OFR estimates repo clearing share would jump from 45% to 77% under SEC rules
The US Treasury clearing mandate would save $207 billion in leverage exposures for the supplementary leverage ratio (SLR) across six global systemically important banks (G-Sibs), according to analysis by the Office for Financial Research (OFR).
Under regulatory accounting rules, dealers may net some repo positions against offsetting reverse repos if they have the same counterparty and end on the
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