ICMA European repo market survey for December 2022

 

Richard Comotto, who conducts the ICMA’s semi-annual survey of the European repo market, talks about the results of the latest survey, which was on 8 December 2022. Among other things, the survey hit a record level of EUR 10.347 trillion in outstanding size, saw a sharp drop in tri-party repo and increase in collateral haircuts due to market turbulence in September and evidenced the successful efforts of market participants to avoid an end-year squeeze.

ICMA Zurich
T: +41 44 363 4222
Dreikönigstrasse 8
8002 Zurich

ICMA London
T: +44 20 7213 0310
110 Cannon Street
London EC4N 6EU
ICMA Paris
T: +33 1 8375 6613
25 rue du Quatre Septembre
75002 Paris

ICMA Brussels
T: +32 2 801 13 88
Avenue des Arts 56
1000 Brussels
ICMA Hong Kong
T: +852 2531 6592
Unit 3603, Tower 2
Lippo Centre
89 Queensway, Admiralty
Hong Kong
info@icmagroup.org (general enquiries)
education@icmagroup.org (education enquiries)
sustainabilitybonds@icmagroup.org (sustainable finance)
Copyright © 2024 International Capital Market Association.