Repos: Collateral, Haircuts, Repo Interest, the Repurchase Price & an Overnight Roll
This lesson is part of the course
In this lesson
You work out how much cash Corvane lends against collateral after a haircut, the repo interest and the repurchase price of a one-week repo, then the interest of a week of overnight repos that include a weekend.
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Lessons in this course
- Day Counts: ACT/360 vs ACT/365, Days Between Dates & the Same Rate on Two Bases Locked
- Discount Paper: Discount Amount, Price from a Discount Rate, the Bid for a Target Yield & the Implied Rate Locked
- Yield Conversions: Discount Rate → Money-Market Yield → Bond-Equivalent Yield Locked
- Term Deposits & Certificates: Interest at Maturity, Effective Annual Yield, Early-Withdrawal Penalties & Rolling Locked
- Repos: Collateral, Haircuts, Repo Interest, the Repurchase Price & an Overnight Roll Locked
- Short-Term Company Paper: Issue Proceeds, Dealer Fees & the All-In Cost of Funds Locked
- Cash-Fund Yields: Daily Income per Unit, Fees, the 7-Day Yield & the Compounded Yield Locked
- A Short-Term Ladder: Business-Day Maturities, Interest, Liquidity Buckets & a Chart Locked