Money Markets Repo Stock Lending

objective

Execute funding and borrow workflows with reproducible analytics, explicit controls, and production-ready monitoring.

workflow

1. define instrument universe, funding horizon, and financing benchmark assumptions.
2. ingest repo, borrow, inventory, haircut, and settlement-fail data with point-in-time alignment.
3. decompose financing costs into gc, specialness, borrow fees, and collateral frictions.
4. stress liquidity using utilization spikes, fail-rate jumps, and collateral concentration shocks.
5. release only when funding metrics are stable, explainable, and within risk limits.

required diagnostics

• specialness behavior by instrument, tenor, and venue.
• all-in financing cost stability versus benchmark funding curves.
• borrow utilization pressure and inventory-depletion risk.
• settlement-fail clusters and carry impact.
• collateral concentration and haircut sensitivity.