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The European repo market at 2023 year-end

Year-end repo market pricing and liquidity are generally a focus of market attention, with the euro market proving itself particularly vulnerable to significant dislocations in recent years. ICMA’s European Repo and Collateral Committee (ERCC) has published a review of repo market performance and conditions over the “turn” of the year since the wholly unexpected and somewhat unprecedented extreme price moves observed in the euro repo market at 2016 year-end. […]