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Quick update: With the month end balance sheet seasonality now past, o/n repo rates in China have dropped back in the PBOC target range, though they remain somewhat elevated. This

While I was distracted with the $GME drama, it appears that not all has been calm in China's repo market, with repo rates in the overnight market spiking to levels

HOLIDAY SPECIAL: COMMODITY BASED "REPO" MARKETS Been sitting on this one for a while, but in the spirit of the season, let's take a look at the strange and exciting

Quick thread on the economics/costs of issuing RMBS. I have done a few threads looking at the investor point-of-view, but what if you're a firm with $300M+ of mortgages on

1/x: Since I had some fun with the $TSLA ABS thread, I absolutely cannot resist digging into the July 23, 2020 offering from everyone's favorite ABS bandits at $CACC. What

1/x: To clear up some questions I've gotten about the recently announced $TSLA ABS deal, let's dig through the materials generously provided by Moody's explaining how they came up with

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