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Scott E.D. Skyrm

Scott Skyrm is one of the leading figures in the repo and securities finance markets today. He writes regular market commentaries about: Federal Reserve policy, the Repo market, securities lending, tri-party, short-term interest rates, short-selling, squeezes, the futures markets, and U.S. Treasury securities. Oct 23, 2014. The Assault On Liquidation Rights. Oct 16, 2014. Repo Roundup: September (Quarter-End, Fails, Regulation). Sep 30, 2014. Fixed-Rate Reverse-Repo: One Year Later. Sep 23, 2014.

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Scott Skyrm, LLC

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Scott Skyrm, LLC

Scott Skyrm

83 Luk●●●●●●d Road

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Scott E.D. Skyrm | scottskyrm.com Reviews
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Scott Skyrm is one of the leading figures in the repo and securities finance markets today. He writes regular market commentaries about: Federal Reserve policy, the Repo market, securities lending, tri-party, short-term interest rates, short-selling, squeezes, the futures markets, and U.S. Treasury securities. Oct 23, 2014. The Assault On Liquidation Rights. Oct 16, 2014. Repo Roundup: September (Quarter-End, Fails, Regulation). Sep 30, 2014. Fixed-Rate Reverse-Repo: One Year Later. Sep 23, 2014.
<META>
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1 market commentary
2 speech/employment
3 books
4 media appearances
5 magazine articles
6 recent posts
7 flights to quality
8 popular posts
9 14 comments
10 11 comments
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market commentary,speech/employment,books,media appearances,magazine articles,recent posts,flights to quality,popular posts,14 comments,11 comments,10 comments,tweets by @scottskyrm,tag cloud,dodd frank,futures,jon corzine,mf global,repo,tri party
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Scott E.D. Skyrm | scottskyrm.com Reviews

https://scottskyrm.com

Scott Skyrm is one of the leading figures in the repo and securities finance markets today. He writes regular market commentaries about: Federal Reserve policy, the Repo market, securities lending, tri-party, short-term interest rates, short-selling, squeezes, the futures markets, and U.S. Treasury securities. Oct 23, 2014. The Assault On Liquidation Rights. Oct 16, 2014. Repo Roundup: September (Quarter-End, Fails, Regulation). Sep 30, 2014. Fixed-Rate Reverse-Repo: One Year Later. Sep 23, 2014.

INTERNAL PAGES

scottskyrm.com scottskyrm.com
1

Scott E.D. Skyrm » The Velocity of Collateral

http://scottskyrm.com/2014/09/the-velocity-of-collateral-2

The Velocity of Collateral. September 09, 2014. By Scott E.D. Skyrm. Rehypothecated collateral is like a chain with many links, and the amount of links is the amount of rehypothecated securities. In practical terms, the amount of rehypothecated securities is the number of times it takes before a security goes from end-seller to end-buyer. The Velocity of Collateral (VofC). Estimating The Velocity of Collateral. The Future of Collateral Velocity. For more on the Velocity of Collateral. Join the free Marke...

2

Scott E.D. Skyrm » Flights-To-Quality

http://scottskyrm.com/2014/10/flights-to-quality

October 23, 2014. By Scott E.D. Skyrm. What Causes A FTQ? A FTQ is caused by fear, plain and simple. Market participants prefer safety to yield. In other words, they will do anything to NOT to lose money. Over the past 20 years, there have been several flights-to-quality which include: a terrorist attack, a hedge fund collapse, a major country default, a liquidity crisis of over-leverage, and the big-daddy of them all, The Financial Crisis. What Happens During A FTQ? September 11, 2001. Perhaps last week...

3

Scott E.D. Skyrm » Repo

http://scottskyrm.com/tag/repo

Repo Reform And Shadow-Banking. June 05, 2013. By Scott E.D. Skyrm. There’s a lot talk from Fed governors, including the Fed Chairman Ben Bernanke, about the reforming the Repo market. One critique is that Repo funding is generally unstable, that is, cash Repo investors quickly flee a teetering bank leaving it insolvent. Then once a bank collaps. May 22, 2013. By Scott E.D. Skyrm. Negative Interest Rates: Repo Rates. May 09, 2013. By Scott E.D. Skyrm. April 30, 2013. By Scott E.D. Skyrm. It’s Not S...

4

Scott E.D. Skyrm » Repo Roundup: September (Quarter-End, Fails, Regulation)

http://scottskyrm.com/2014/09/repo-roundup-september-quarter-end-fails-regulation

Repo Roundup: September (Quarter-End, Fails, Regulation). September 30, 2014. By Scott E.D. Skyrm. The big story this week is quarter-end. Not because securities became extraordinarily scarce or overnight rates were extraordinarily volatile, but because the market planned to use the Fed’s Fixed-Rate Reverse-Repo facility (FRRP) for a large amount of window dressing. Those plans were foiled by the FOMC two weeks ago. In the past, fails were generally the result of dealers purposely holding supply out of t...

5

Scott E.D. Skyrm » Market Commentary

http://scottskyrm.com/market-commentary

October 23, 2014. The Dow Jones Industrial Average dropped from 17,200 at the end of September to a low of 15,900 last week. The Treasury 10-Year note rallied from 2.50% on September 29 to 2.15% on October 15. It was an incredible rally for the 10-Year note in just one day. At one point,. The Assault On Liquidation Rights. October 16, 2014. Repo Roundup: September (Quarter-End, Fails, Regulation). September 30, 2014. Fixed-Rate Reverse-Repo: One Year Later. September 23, 2014. Over the past year, the Fix...

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repowatch.org repowatch.org

Commentary: Why you should worry if the U.S. defaults | RepoWatch

https://repowatch.org/2014/02/03/why-you-should-worry-if-the-u-s-defaults

Watching for the next financial crisis by keeping an eye on the repurchase market and shadow banking. London’s Financial Times is key to understanding repo and U.S. default. 2008 Fed meetings give blow by blow of crisis →. Commentary: Why you should worry if the U.S. defaults. This commentary first appeared in the Santa Rosa (Calif.) Press Democrat. As Congress once again threatens to default on U.S. debt, you are going to hear more predictions of doom. Should you be concerned? If this market freezes, as...

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Scott Skyrm is one of the leading figures in the repo and securities finance markets today. He writes regular market commentaries about: Federal Reserve policy, the Repo market, securities lending, tri-party, short-term interest rates, short-selling, squeezes, the futures markets, and U.S. Treasury securities. Oct 23, 2014. The Assault On Liquidation Rights. Oct 16, 2014. Repo Roundup: September (Quarter-End, Fails, Regulation). Sep 30, 2014. Fixed-Rate Reverse-Repo: One Year Later. Sep 23, 2014.

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