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November 03, 2025 yieldcurve.pro
Lehman's 2005 Repo Manual: A Document With Historical Relevance


A detailed examination of Lehman Brothers' repo operations manual from 2005 provides a window into pre-crisis dealer financing practices and market mechanics.

Tags: Collateral, Dealer Financing, Financial Crisis, Fixed Income, Haircuts, Lehman Brothers, Market Microstructure, Matched Book, Repo, Repurchase Agreements, Securities Financing, Tri-party Repo


March 20, 2025 yieldcurve.pro
Monthly 60/40 Equilibrium


What do current market movements in stocks and bonds have to say about 60/40 fund weights?

Tags: 60/40, Bonds, ETFs, SPY, Stocks, TLT


November 15, 2024 yieldcurve.pro
Monthly 60/40 Equilibrium


What do current market movements in stocks and bonds have to say about 60/40 fund weights?

Tags: 60/40, Bonds, ETFs, SPY, Stocks, TLT


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