Repo and Securities Lending

Tobias Adrian, Brian Begalle, Adam Copeland, Antoine Martin

NBER Working Paper No. 18549
Issued in November 2012

---- Acknowledgments ----

This paper was prepared for the NBER Systemic Risk Measurement Initiative meeting on October 27, 2010. The authors thank Markus Brunnermeier, Michael Fleming, Ken Garbade, Frank Keane, Jamie McAndrews, and Arvind Krishnamurthy for constructive comments on earlier versions of this paper. The views expressed in this paper are those of the authors and do not necessarily reflect those of the Federal Reserve Bank of New York, the Federal Reserve System, or the National Bureau of Economic Research.

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