开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

lc.y · 2021年10月04日

Do we ignore haircut in Intra market carry trade?

Do we ignore haircuts in Intra market carry trade while using the repo market to finance?


Due to haircuts, the repo counterparty usually would not lend the same amount as the bond price.



1 个答案

pzqa015 · 2021年10月04日

嗨,爱思考的PZer你好:


we did not ignore haircuts, the repo counterparty usually would lend small amount than the bond price and receive the bond price at the maturity,this is haircut effect.

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 1

    回答
  • 1

    关注
  • 294

    浏览
相关问题