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Repo marketvaluation
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Elise
Posted: Fri Jan 13, 2006 7:04 am
Guest
Hi

I have a question concerning the market valuation of a Repo
transaction on a bond.
I am a bit uncertain if i only have to concider the REPO as a deposit
with the given Repo rate, or I also have to take into account the value
of the underlying bond?
There will also be some kind of credit risk?

b.r.
Elise
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