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2. Adrian, Tobias, Brian Begalle, Adam Copeland, and Antoine Martin. 2013. “Repo and Securities Lending.”Federal Reserve Bank of New York Sta Report 529 (December).

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5. Bank for International Settlements. 2007. “Institutional Investors, Global Savings and Asset Allocation.”CGFS Papers No. 27 (February).
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6. Bernanke, Ben S. 2012. “Some Re‡ ections on the Crisis and the Policy Response.”Speech at the Russell Sage Foundation and the Century Foundation Conference on “Rethinking Finance,”New York, N.Y. (12 April). Available at www.federalreserve.gov/ newsevents/speech/bernanke20120413a.htm.
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8. Board of Governors of the Federal Reserve System. 2013. “Federal Reserve Statistical Release Z.1, Financial Accounts of the United States”(formerly named Flow of Funds Accounts). Available at: www.federalreserve.gov/releases/z1/.
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9. Bogoslaw, David. 2008. “Thornburg Defaults Spark More Credit Fears.”Businessweek, March 6.
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10. Choudry, Sherif Moorad. 2010. The REPO Handbook, 2nd edition. Woburn, Mass.: Elsevier, Ltd.
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11. Copeland, Adam, Darrell Du e, Antoine Martin, and Susan McLaughlin. 2012. “Key Mechanics of the US Tri-Party Repo Market.”Federal Reserve Bank of New York Economic Policy Review 2012 (November): 17– 28.
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12. CYS Investments, Inc. 2012. “Form 10-K (Annual Report).” Waltham, Mass. (December 31).
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13. Federal Reserve Bank of New York. 2012. “Tri-Party Repo Statistics as of 12/11/2012.”Available at www.newyorkfed.org/ banking/pdf/dec12_tpr_stats.pdf.
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14. Federal Reserve Bank of New York. 2013. “Tri-Party Repo Statistics as of 9/11/2013.”Available at www.newyorkfed.org/ banking/pdf/sep13_tpr_stats.pdf.
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15. Federal Reserve Bank of Richmond Economic Quarterly Kingsbury, Kevin, and Lingling Wei. 2007. “Thornburg Sells $20.5 Billion In Mortgage-Backed Securities.”Wall Street Journal, 20 August. Available at http://online.wsj.com/article/ SB118761442268302762.html.
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18. Five Oaks Investment Corp. 2012. “Form S-11 (Securities Registration Statement).”New York (December 19).
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19. Gorton, Gary B., and Andrew Metrick. 2010. “Regulating the Shadow Banking System.”Brookings Papers on Economic Activity 41 (Fall): 261– 312.
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20. Government Accountability O ce. 2011. “Bankruptcy: Complex Financial Institutions and International Coordination Pose Challenges.”U.S. Government Accountability O ce, Report to Congressional Committees, GAO-11-707 (July). Available at www.gao.gov/assets/330/321213.pdf.
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21. Government Printing O ce. 2010. “Internal Revenue Code, Subchapter M.”Available at www.gpo.gov/fdsys/pkg/ USCODE-2010-title26/pdf/USCODE-2010-title26-subtitleAchap1 -subchapM.pdf.
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22. International Monetary Fund. 2013. “Global Financial Stability Report: Transition Challenges to Stability.”Washington, D.C.: World Economic and Financial Surveys (October). Available at www.imf.org/External/Pubs/FT/GFSR/2013/02/index.htm.
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24. McCarty, Dawn. 2009. “Thornburg, Jumbo Home Lender, Files for Bankruptcy (Update2).”Bloomberg, 1 May.
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25. Mildenberg , David. 2008. “Thornburg Can’ t Meet Margin Calls, Survival in Doubt (Update5).”Bloomberg, 7 March. Available at www.bloomberg.com/apps/news?pid=newsarchive&sid= abu461kYcx0Y&refer=home.
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26. National Association of Real Estate Investment Trusts. 2011. “Companies Engaged in the Business of Acquiring Mortgages and Mortgage-Related Instruments, Release No. IC-29778; File No. S7-34-11.”(November). Available at www.sec.gov/ comments/s7-34-11/s73411-159.pdf.
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27. O ce of Financial Research. 2013. “2013 Annual Report.”Available at www.treasury.gov/initiatives/ofr/about/Documents/ OFR_AnnualReport2013_FINAL_12-17-2013_Accessible.pdf.
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28. Pellerin, Sabol, and Walter: MBS Real Estate Investment Trusts 225 Ennis, Huberto M. 2011. “Strategic Behavior in the Tri-Party Repo Market.”Federal Reserve Bank of Richmond Economic Quarterly 97 (Fourth Quarter): 389– 413.
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29. Pellerin, Sabol, and Walter: MBS Real Estate Investment Trusts 227 Solomon, Deborah. 2013. “Regulators Worry Mortgage REITs Pose Threat to Financial System.”The Wall Street Journal, 19 April. Available at http://online.wsj.com/news/articles/ SB10001424127887324763404578431033270347040.
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30. Pellerin, Sabrina, Stephen Sabol, and John Walter. 2013. “mREITs and Their Risks.”Federal Reserve Bank of Richmond Working Paper WP 13-19R (November).
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31. Pozsar, Zoltan, Tobias Adrian, Adam B. Ashcraft, and Hayley Boesky. 2013. “Shadow Banking.”Federal Reserve Bank of New York Economic Policy Review 2013 (December): 1– 16.
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32. Roe, Mark J. 2011. “The Derivatives Market’ s Payment Priorities as Financial Crisis Accelerator.”Stanford Law Review 63 (March): 539– 90.
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33. Securities and Exchange Commission. 2011. “Companies Engaged in the Business of Acquiring Mortgages and Mortgage-Related Instruments; Concept release.”Federal Register 76 (September): 55,300– 8. Securities Industry and Financial Markets Association. 2011. “Companies Engaged in the Business of Acquiring Mortgages and Mortgage-Related Instruments, Release No. IC-29778; File No. S7-34-11.”(November). Available at www.sec.gov/ comments/s7-34-11/s73411-159.pdf.
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34. Singh, Manmohan. 2011. “Velocity of Pledged Collateral IMF Working Paper.”IMF Working Paper WP/11/256 (November).

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3. The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market. (2017). Kishor, N ; Rizi, Majid Haghani.
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4. Bond Market Intermediation and the Role of Repo. (2017). Infante, Sebastian ; Huh, Yesol.
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5. Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian.
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14. The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano .
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15. Repos, Fire Sales, and Bankruptcy Policy. (2015). Nosal, Ed ; Mills, David ; Martin, Antoine ; Kahn, Charles ; Carapella, Francesca ; Antinolfi, Gaetano.
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18. Liquidity, Government Bonds and Sovereign Debt Crises. (2015). Molteni, Francesco.
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