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.