TMPG Releases Best Practice Recommendations to Improve Reporting in the Tri-Party Repo Market
The Treasury Market Practices Group (TMPG) today updated the existing Best Practices for Treasury, Agency Debt, and Agency Mortgage-Backed Securities Markets by incorporating practices to improve reporting of tri-party repo transactions. The TMPG has developed this recommendation to improve the quality of tri-party repo transaction data reported to clearing banks to facilitate a more comprehensive and accurate view into the tri-party repo market and aid in the development of more robust benchmark rates, including overnight Treasury GC repo rates.
TMPG Releases Best Practice Recommendations to Improve Reporting in the Tri-Party Repo Market
January 24, 2017
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