Home >  Term: dollar roll
dollar roll

Relatively common transaction in the US mortgage-backed securities market that is similar to a reverse repo transaction. A client sells a security for normal settlement (2-3 days) and agrees to repurchase similar securities for future settlement (typically one month). It is basically a financing of securities for the repurchaser.

0 0

Creator

  • Stefan K
  •  (Gold) 3207 points
  • 100% positive feedback
© 2024 CSOFT International, Ltd.