Editorial Research Index
Institutional briefings & primary regulatory analysis
Peer-reviewed research dossiers, quantitative market structure briefings, and statutory compliance analysis published by AlphaPulse Finance.
- Published briefings
- 141
- Thematic pillar hubs
- 6
- Marked fact-checked
- 140
All published briefings
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Primary Dealer Auction Bid-to-Cover & Tail Decomposition (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs.
Secured Overnight Financing Rate (SOFR) Repo Benchmark: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, an
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Real Yield Sensitivity & Term Premium Decomposition (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and i
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing R
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Treasury Cash-Management & Liquidity Buyback Impact (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing cusip-level duration absorption and dealer balance-
Secured Overnight Financing Rate (SOFR) Repo Benchmark: 2025–2026 Policy Normalization Regime Comparison (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing post-QT reserve management purchases versus prior q
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Institutional Fixed-Income Desk Hedging & DV01 Playbook (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing SOFR futures strip alignment and duration-neutral c
NY Fed Standing Repo Facility (SRF) Backstop: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermediation capaci
NY Fed Standing Repo Facility (SRF) Backstop: Primary Dealer Auction Bid-to-Cover & Tail Decomposition (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-the-run yield spr
NY Fed Standing Repo Facility (SRF) Backstop: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
NY Fed Standing Repo Facility (SRF) Backstop: Real Yield Sensitivity & Term Premium Decomposition (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation swap basis.
NY Fed Standing Repo Facility (SRF) Backstop: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Facility utilizat
NY Fed Standing Repo Facility (SRF) Backstop: Treasury Cash-Management & Liquidity Buyback Impact (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet turnover.
NY Fed Standing Repo Facility (SRF) Backstop: 2025–2026 Policy Normalization Regime Comparison (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative tightenin
NY Fed Standing Repo Facility (SRF) Backstop: Institutional Fixed-Income Desk Hedging & DV01 Playbook (4.00% Ceiling Rate Benchmark)
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepener execut
Overnight Reverse Repurchase Agreement (ON RRP) Facility: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermed
Overnight Reverse Repurchase Agreement (ON RRP) Facility: Primary Dealer Auction Bid-to-Cover & Tail Decomposition ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-the-
Overnight Reverse Repurchase Agreement (ON RRP) Facility: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-yea
Overnight Reverse Repurchase Agreement (ON RRP) Facility: Real Yield Sensitivity & Term Premium Decomposition ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation
Overnight Reverse Repurchase Agreement (ON RRP) Facility: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Faci
Overnight Reverse Repurchase Agreement (ON RRP) Facility: Treasury Cash-Management & Liquidity Buyback Impact ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet tu
Overnight Reverse Repurchase Agreement (ON RRP) Facility: 2025–2026 Policy Normalization Regime Comparison ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing post-QT reserve management purchases versus prior quantitat
Overnight Reverse Repurchase Agreement (ON RRP) Facility: Institutional Fixed-Income Desk Hedging & DV01 Playbook ($88.5B Daily Balance Benchmark)
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve ste
SOMA Reserve Management Purchases (RMP) T-Bill Operations: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermed
SOMA Reserve Management Purchases (RMP) T-Bill Operations: Primary Dealer Auction Bid-to-Cover & Tail Decomposition ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-the-
SOMA Reserve Management Purchases (RMP) T-Bill Operations: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-yea
SOMA Reserve Management Purchases (RMP) T-Bill Operations: Real Yield Sensitivity & Term Premium Decomposition ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation
SOMA Reserve Management Purchases (RMP) T-Bill Operations: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Faci
SOMA Reserve Management Purchases (RMP) T-Bill Operations: Treasury Cash-Management & Liquidity Buyback Impact ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet tu
SOMA Reserve Management Purchases (RMP) T-Bill Operations: 2025–2026 Policy Normalization Regime Comparison ($3.12T Bank Reserves Benchmark)
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing post-QT reserve management purchases versus prior quantitat