The repo market in Mexico: Empirics and stylized facts

@article{Lpez2017TheRM,
  title={The repo market in Mexico: Empirics and stylized facts},
  author={Mar{\'i}a Usi L{\'o}pez and Seraf{\'i}n Mart{\'i}nez-Jaramillo and Fabrizio Lopez-Gallo},
  journal={Neurocomputing},
  year={2017},
  volume={264},
  pages={2-19}
}
This paper is a thorough description of the repo market in Mexico, a funding market of significant importance for Mexican commercial banks, brokerage houses, and development banks, and which, unlike the repo markets in Europe and the U.S., is an OTC market with no central counterparty or tri-partite repos. In this paper, we describe the counterparties which are involved in repo transactions, as well as distribution by collateral type, and provide some further metrics on the trading volume and… CONTINUE READING
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