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@techreport{NBERw18549,
 title = "Repo and Securities Lending",
 author = "Adrian, Tobias and Begalle, Brian and Copeland, Adam and Martin, Antoine",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "18549",
 year = "2012",
 month = "November",
 doi = {10.3386/w18549},
 URL = "http://www.nber.org/papers/w18549",
 abstract = {We provide an overview of the data required to monitor repo and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets and argue that it is crucial to understand the institutional arrangements. Data collection is currently incomplete. A comprehensive collection would include, at a minimum, six characteristics of repo and securities lending trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty.},
}