Method · what this is built from

Source register — and where the gaps are.

Everything on this site traces to a public release or a published paper. The panel behind the estimations runs 2014-08-22 → 2026-06-05, 3,076 daily observations. Where a series could not be reached, that is stated below rather than approximated.

Primary framework

SRCPozsar, Global Money Notes #20–26 Credit Suisse, Feb–Dec 2019
The 2019 baseline: hedging costs, the foreign repo pool, collateral supply and o/n rates, the repo-facility design, and the countdown to QE4.

SRCPozsar, Adrian, Ashcraft & Boesky, Shadow Banking FRBNY Staff Report 458, 2010; EPR 19(2), 2013
The seven-step credit intermediation map and its eight online appendices — reconstructed in the appendices.

Policy and operations

SRCFOMC and NY Fed operating policy statements Jul 2021 – Dec 2025
SRF launch (28 Jul 2021), morning operations (28 May 2025), QT end (29 Oct 2025), full allotment and reserve management purchases (10 Dec 2025).

SRCNY Fed reference rates and operation results daily
EFFR, OBFR, SOFR, TGCR, BGCR and their percentiles; SRF and ON RRP operation results.

SRCSpeeches Nov 2025 – May 2026
Perli on reserve conditions; Waller on the reserve floor (Jul 2025); Logan on lean reserves (Oct 2025); Williams (Sep 2025).

Rules and legislation

SRCeSLR final rule (Fed / OCC / FDIC) 25 Nov 2025, effective 1 Apr 2026
Enhanced supplementary leverage buffer set at 50% of the Method-1 surcharge; no Treasury or reserve carve-out. The live natural experiment for turn premia.

SRCBasel III endgame and G-SIB reproposals Mar 2026
Reproposed capital-neutral; the Method-2 year-end window is addressed only in proposal.

SRCSEC Treasury clearing rule and extension Dec 2023; extended 25 Feb 2025
Mandatory clearing: cash December 2026, repo June 2027.

SRCSEC money-market fund reform Jul 2023
Gates and fees delinked; institutional prime shrank further.

SRCGENIUS Act 18 Jul 2025
Reserve requirements for payment stablecoins — bills of 93 days or less, repo, government funds.

Research

SRCAfonso et al., Market Events of Mid-September 2019 FRBNY SR918
The official anatomy of the repo spike.

SRCAfonso et al., Reserve Demand Elasticity FRBNY, monthly since Oct 2024
The published ampleness telemetry; used as a validation series.

SRCCopeland, Duffie & Yang, Reserves Were Not So Ample After All QJE, 2025
The intraday payment-delay channel.

SRCKahn et al., Anatomy of the Repo Rate Spikes OFR 23-04
Distributional detail behind the 2019 episode.

SRCDuffie, Resilience Redux and SR1070 Jackson Hole 2023
Dealer capacity and the nonlinearity of liquidity in utilisation.

SRCKashyap, Stein, Wallen & Younger BPEA 2025
The proposed basis-purchase facility — still a paper.

SRCOFR, Sizing the US Repo Market Dec 2025
The $12.6trn daily exposure figure and the cleared-share path.

SRCLopez-Salido & Vissing-Jorgensen —
Reserve-demand curve shape.

Data series

SRCFRED (St Louis Fed) daily / weekly
WALCL, WRESBAL, WTREGEN, RRPONTSYD, IORB/IOER, DFEDTARU/L, DTB3, DTB4WK, BGCR, TGCR and volumes, SRF and repo operation series, GDP.

SRCFederal Reserve H.4.1 weekly, Thursday
Reserve balances, the Treasury General Account, reverse repos and the foreign repo pool. The reserve identity behind estimation 7.

SRCDaily Treasury Statement daily
The TGA path at daily frequency.

SRCOFR repo data daily
DVP, GCF and tri-party rates and volumes; the uncleared bilateral collection (NCCBR).

SRCCFTC Traders in Financial Futures weekly
Leveraged-fund net Treasury futures positions — the basis-trade proxy.

SRCSEC N-MFP / ICI monthly
Money-fund portfolio shares: repo, Treasuries, agency, the RRP.

SRCTreasuryDirect auction results per auction
Settlement sizes for the chunky-day interaction.

SRCStablecoin issuer attestations daily / monthly
Aggregate AUM used in the bill-buyer regression.

SRCTreasury International Capital (TIC) monthly, ~6-week lag
Foreign holdings; Cayman as the basis-trade domicile.

Gaps — what could not be rebuilt

The honest accounting. Each of these is a real limit on what the estimations can say, not a rounding error.

GAPBloomberg 125 chart references in the corpus
Cross-currency basis (EUBSC, JYBSC, BPBSC, SFBSC), OIS curves (USSO, EUSWE, JYSO), FX forward points, FRA-OIS. These carry the global dollar chain and the 3FXs/10s hedged-carry gauge; without a terminal, estimations 5 and 8 stay qualitative.

GAPFR Y-15 26 references
G-SIB score components. The parser and Method-2 scoring are built and smoke-tested; they need the filings dropped in place.

GAPBIS, Bank of Japan / MOF, FFIEC, FDIC call reports —
Reachable by hand but not from the pipeline; the bank-level exhibits are documented, not built.

What goes stale first

Three series carry most of the decay risk. The H.4.1 reserve and TGA lines move weekly and drive the reserve-demand position directly; the NY Fed SRF results move daily and are the coincident stress gauge; TIC runs six weeks behind and only matters for the ownership question. If reserves as a share of GDP move materially away from the fitted 11% elbow, the front-page claim about sitting on the steep part of the curve is the first thing to recheck.