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lc.y · 2021年10月04日
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.
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!