Sponsored Repo Programs Market Outlook

According to our latest research, the global Sponsored Repo Programs market size stood at USD 4.8 billion in 2024, reflecting robust activity and rising institutional participation. The market is projected to grow at a CAGR of 7.1% from 2025 to 2033, reaching a forecasted value of USD 9.02 billion by 2033. This impressive growth trajectory is being driven by increasing demand for efficient collateral and liquidity management solutions across the global financial ecosystem, as well as the need for regulatory compliance and risk mitigation within capital markets.

The growth of the Sponsored Repo Programs market is primarily attributed to the evolving landscape of global financial regulation and the increasing emphasis on efficient liquidity management. With stricter capital and liquidity requirements imposed by regulatory bodies such as Basel III and Dodd-Frank, financial institutions are seeking innovative ways to optimize their balance sheets. Sponsored repo programs offer a compelling solution by allowing a broader range of market participants, including buy-side firms, to access secured funding and high-quality collateral, thereby enhancing market stability and reducing systemic risk. The role of central clearing and the expansion of central counterparties (CCPs) have further bolstered the adoption of sponsored repo structures, as these mechanisms help mitigate counterparty risk and promote transparency.

Another significant driver of market expansion is the increasing participation of non-bank entities, such as asset managers, insurance companies, and hedge funds, in the repo market. These institutions are leveraging sponsored repo programs to gain access to liquidity and high-grade securities that were traditionally available only to banks and primary dealers. The growing sophistication of trading strategies and the proliferation of electronic trading platforms have also contributed to the rising adoption of sponsored repo arrangements. As institutions seek to optimize collateral usage and manage funding costs, sponsored repos provide an attractive alternative to traditional bilateral agreements, facilitating greater market depth and liquidity.

Technological advancements and the digital transformation of financial markets are also playing a pivotal role in shaping the Sponsored Repo Programs market. The integration of advanced analytics, blockchain technology, and automated trading systems has streamlined repo transactions, reduced operational risks, and improved settlement efficiency. These innovations are enabling market participants to better manage collateral, monitor exposures in real-time, and comply with evolving regulatory requirements. Furthermore, the trend toward sustainable finance and the increasing demand for ESG-compliant collateral are opening new opportunities for sponsored repo programs, as institutions seek to align their funding and investment activities with sustainability goals.

Regionally, North America continues to dominate the Sponsored Repo Programs market, accounting for the largest share in 2024, followed by Europe and Asia Pacific. The United States, in particular, benefits from a mature financial infrastructure, a deep pool of high-quality collateral, and a robust regulatory framework that supports the growth of sponsored repo activities. Europe is experiencing steady growth due to regulatory harmonization and the expansion of central clearing solutions, while Asia Pacific is emerging as a high-growth region driven by financial market liberalization and the increasing participation of regional institutions. Latin America and the Middle East & Africa, though smaller in market size, are witnessing gradual adoption as local markets modernize and integrate with global financial networks.

Type Analysis

The Sponsored Repo Programs market is segmented by type into Bilateral Sponsored Repo, Tri-party Sponsored Repo, and Others. Bilateral sponsored repo arrangements are characterize

Repo Trading Platform Market Outlook

According to our latest research, the global Repo Trading Platform market size reached USD 1.82 billion in 2024, exhibiting robust growth driven by the increasing digitalization of financial services and the need for efficient collateral management. The market is expected to expand at a CAGR of 8.9% from 2025 to 2033, reaching a forecasted value of approximately USD 3.92 billion by 2033. This impressive growth is underpinned by the rapid adoption of advanced trading technologies, regulatory reforms, and the increasing integration of automation in financial institutions, which are collectively transforming the repo trading landscape.

One of the primary growth factors for the Repo Trading Platform market is the escalating demand for real-time, automated, and transparent trading solutions among banks and financial institutions. As the global financial ecosystem becomes increasingly complex, institutions are under pressure to optimize liquidity management and comply with stringent regulatory requirements. Repo trading platforms provide a seamless interface for executing, monitoring, and managing repurchase agreements, thereby improving operational efficiency and reducing counterparty risks. Additionally, the proliferation of cloud-based trading infrastructure is making it easier for both large and small institutions to access advanced repo trading capabilities without heavy upfront investments, further fueling market expansion.

Another significant driver is the rising focus on collateral optimization and risk mitigation. With regulatory frameworks such as Basel III and SFTR (Securities Financing Transactions Regulation) mandating greater transparency and reporting, financial entities are leveraging repo trading platforms to ensure compliance while maximizing collateral utilization. These platforms offer sophisticated analytics, automated reporting, and integration with risk management systems, enabling institutions to make data-driven decisions and enhance their market competitiveness. The growing complexity of repo transactions, coupled with the need for real-time data and analytics, is propelling the demand for technologically advanced repo trading solutions.

The surge in cross-border trading activities and the globalization of financial markets have also contributed to the expansion of the repo trading platform market. As financial institutions increasingly engage in international repo transactions, there is a heightened need for platforms that facilitate multi-currency, multi-asset, and multi-jurisdictional operations. Modern repo trading platforms are equipped with features that support global operations, including integrated compliance modules, real-time settlement, and interoperability with various trading venues and clearing houses. This capability not only enhances operational flexibility but also ensures that institutions can efficiently navigate the complexities of international repo trading.

From a regional perspective, North America continues to dominate the Repo Trading Platform market, accounting for the largest share in 2024, followed closely by Europe and the Asia Pacific. The North American market benefits from the presence of major financial hubs, advanced technological infrastructure, and proactive regulatory frameworks that encourage the adoption of digital trading solutions. Meanwhile, the Asia Pacific region is witnessing the fastest growth, driven by increasing financial market sophistication, rapid digital transformation, and a surge in cross-border repo transactions. Europe remains a key market, bolstered by regulatory initiatives and the growing importance of collateralized financing among European institutions.

Component Analysis

The Component segment of the Repo Trading Platform market is bifurcated into Software and Services, each playing a pivotal role in shaping the market’s overall landscape. The software component comprises advanced trading engines, collateral management systems, risk analytics, and real-time reporting modules. As financial institutions increasingly seek to automate and streamline their repo trading operations, the demand for robust and scalable software solutions has surged. These platforms offer end-to-end automation, from deal execution to settlement, ensuring accuracy, speed, and compliance with regulatory mandates. The integration of artificial intelligence and machine learning into these software solutions is further enhancin

Tri-Party Repo Market Outlook

According to our latest research, the global Tri-Party Repo market size reached USD 7.6 billion in 2024. The market is forecasted to grow at a robust CAGR of 8.9% from 2025 to 2033, reaching a projected value of USD 15.8 billion by 2033. This notable growth trajectory is primarily driven by the increasing demand for efficient collateral management, rising regulatory compliance needs, and the growing adoption of automation and digitalization in the financial sector. The Tri-Party Repo market continues to evolve, underpinned by technological advancements and a shifting global financial landscape that prioritizes transparency, risk mitigation, and liquidity optimization.

One of the key growth factors propelling the Tri-Party Repo market is the mounting emphasis on risk mitigation and efficient collateral management within the financial sector. Financial institutions are increasingly leveraging tri-party repo arrangements to optimize the use of high-quality collateral, reduce counterparty risk, and ensure compliance with evolving regulatory requirements such as Basel III and the Dodd-Frank Act. The automation of collateral selection, allocation, and substitution processes through advanced software platforms has not only enhanced operational efficiency but has also enabled real-time monitoring and reporting. This, in turn, has made tri-party repos a preferred choice for liquidity management among banks, asset management companies, and insurance firms, further bolstering market growth.

Another significant driver is the rapid digital transformation sweeping across the global financial services industry. The integration of cutting-edge technologies such as artificial intelligence, blockchain, and distributed ledger technology (DLT) into tri-party repo platforms has revolutionized the way transactions are executed, settled, and monitored. These technological advancements have facilitated seamless communication between counterparties, improved transparency, and minimized settlement risks. Furthermore, the proliferation of cloud-based solutions and the adoption of API-driven architectures have enabled financial institutions to scale their tri-party repo operations efficiently, ensuring faster onboarding, enhanced security, and better user experiences. As a result, the market is witnessing increased participation from both traditional and non-traditional players.

Additionally, the evolving regulatory landscape and the growing need for liquidity management solutions are acting as catalysts for the expansion of the Tri-Party Repo market. Regulatory authorities across major economies are mandating stricter collateral management practices and heightened transparency in repo transactions to safeguard the stability of the financial system. This has led to a surge in demand for third-party service providers who can offer comprehensive collateral management, settlement, and custody services. Financial institutions are increasingly outsourcing these functions to specialized tri-party agents to focus on core activities while ensuring compliance and operational resilience. This trend is expected to continue, driving sustained growth in the market over the forecast period.

From a regional perspective, North America currently dominates the global Tri-Party Repo market owing to its mature financial ecosystem, robust regulatory framework, and high adoption of advanced technologies. Europe follows closely, supported by the presence of major financial hubs such as London, Frankfurt, and Paris. The Asia Pacific region, however, is poised for the fastest growth, fueled by the rapid modernization of financial infrastructure, increasing cross-border investments, and supportive regulatory initiatives. Countries like China, Japan, and Singapore are emerging as key contributors to the market, with rising demand for efficient collateral management and liquidity solutions. The Middle East & Africa and Latin America are also witnessing gradual adoption, driven by financial sector reforms and the entry of global service providers.

Component Analysis

The Component segment of the Tri-Party Repo market is bifurcated into software and services, each playing a critical role in shaping the industry’s growth trajectory. Software solutions have become indispensable for automating the complex processes involved in tri-party repo transactions, including collateral selection, allocation, substitution, and real-time monitoring. These platforms are designed to seamlessl

This is a link to the GitHub repository, which houses code to generate the analyses described in "Considering Monitoring Well Bias in the Delineation of Benzene Plume Lengths", published in the journal of environmental engineering (2024). The journal article can be found at: https://ascelibrary.org/doi/full/10.1061/JOEEDU.EEENG-7589

This dataset tracks the updates made on the dataset "Managed Care Performance Monitoring Dashboard Report" as a repository for previous versions of the data and metadata.

This dataset tracks the updates made on the dataset "Managed Care Performance Monitoring Dashboard Report" as a repository for previous versions of the data and metadata.

This presents a segment of the data collected for a glucose dip study. The dataset includes continuous glucose monitor (CGM) readings and corresponding venous plasma glucose (VPG) values from a cohort of 30 healthy young women.Project summary:Blood glucose has been identified as a potential factor implicated in the control of appetite and eating behaviour. Several studies have investigated this suggestion but findings have been conflicting. Recent studies using modern digital devices to measure glucose (continuous glucose monitors (CGMs)) suggest the decline in glucose after a meal is associated with greater appetite feelings and food intake. The study collected some pilot data using CGMs to examine whether meal-induced reductions in glucose can be replicated in a lab environment and to explore whether glucose profiles after a meal are associated with other appetite-related outcomes.

About

This dataset lists over 215k top projects by star with over 167 stars. Contains a lot of useful information (attributes).

I collected this dataset using github search api. This allows you to get only the first thousand for a query, so I looped through the low/high (stars) pairs that return less than a thousand repositories when query=stars:{low}..{high}.

The Github API Terms of Service apply.

You may not use this dataset for spamming purposes, including for the purposes of selling GitHub users' personal information, such as to recruiters, headhunters, and job boards.

Columns

Term Repurchase Agreements Market Outlook

According to our latest research, the global term repurchase agreements market size reached USD 18.7 trillion in 2024, reflecting robust activity across both developed and emerging financial markets. The market is anticipated to grow at a CAGR of 6.2% during the forecast period, reaching a projected value of USD 31.7 trillion by 2033. This growth is driven by increased demand for short-term liquidity management tools, evolving regulatory frameworks, and the expanding role of non-banking financial institutions in global capital markets.

One of the primary growth drivers for the term repurchase agreements market is the heightened need for efficient liquidity management among financial institutions. As global markets become increasingly interconnected and volatile, banks and financial entities are seeking reliable mechanisms to manage their liquidity positions without compromising on capital adequacy or regulatory compliance. Term repurchase agreements, commonly known as term repos, offer a flexible and cost-effective solution for short-term funding needs, enabling institutions to access liquidity by temporarily exchanging securities for cash. This has made term repos an essential tool for treasury operations, particularly in an environment where central banks are recalibrating monetary policies and interest rate expectations remain uncertain.

Another significant factor propelling the market is the diversification of counterparties engaging in term repurchase agreements. Traditionally dominated by large banks and government entities, the market now sees increased participation from non-banking financial institutions, asset managers, and even corporate treasuries. This diversification has been fueled by the search for yield, regulatory changes that encourage collateralized transactions, and the growing sophistication of risk management frameworks. The broadening of the counterparty base not only enhances market liquidity but also promotes innovation in repo structures, collateral types, and settlement mechanisms, thereby expanding the overall market size.

Technological advancements and digitalization are further accelerating the adoption of term repurchase agreements. The integration of advanced trading platforms, blockchain-based settlement solutions, and real-time risk analytics has streamlined the execution and monitoring of repo transactions. These innovations have reduced operational risks, improved transparency, and lowered transaction costs, making term repos more accessible to a wider range of market participants. Additionally, regulatory reforms such as the Basel III liquidity coverage ratio and the implementation of central clearing for certain repo transactions have enhanced market stability, bolstering investor confidence and driving further growth in the term repurchase agreements market.

From a regional perspective, North America continues to lead the global term repurchase agreements market, accounting for the largest share in 2024, followed closely by Europe and Asia Pacific. The dominance of North America can be attributed to the deep and liquid capital markets in the United States, the presence of major global banks, and a well-established regulatory infrastructure. Meanwhile, Asia Pacific is witnessing the fastest growth, driven by financial market liberalization, rising cross-border capital flows, and the expansion of regional repo markets in countries such as China, Japan, and Australia. Europe remains a key market due to the strong presence of sovereign debt and the active participation of the European Central Bank in repo operations. Overall, regional dynamics are shaped by regulatory harmonization, market infrastructure development, and the evolving needs of institutional investors.

Type Analysis

The term repurchase agreements market is segmented by type into overnight, term, and open repos, each serving distinct needs within the financial ecosystem. Overnight repos are characterized by their short maturity, typically less than 24 hours, and are primarily used for day-to-day liquidity management. This segment remains highly active, especially among central banks and primary dealers, as it provides immediate funding while minimizing credit and market risk exposure. The overnight repo market is often considered a barometer of short-term funding conditions and is closely monitored by policymakers for signs of stress or liquidity shortages.<br /&

This dataset tracks the updates made on the dataset "Prescription Monitoring Program (PMP) Public Use Data" as a repository for previous versions of the data and metadata.

We conducted an analysis to confirm our observations that only a very small percentage of public research data is hosted in the Institutional Data Repositories, while the vast majority is published in the open domain-specific and generalist data repositories.

For this analysis, we selected 11 institutions, many of which have been our evaluation partners. For each institution, we counted the number of datasets published in their Institutional Data Repository (IDR) and tracked the number of public research datasets hosted in external data repositories via the Data Monitor API. External tracking was based on the corpus of 14+ mln data records checked against the institutional SciVal ID. One institution didn’t have an IDR.

We found out that 10 out of 11 institutions had most of their public research data hosted outside of their institution, where by research data we mean not only datasets, but a broader notion that includes, for example, software.

We will be happy to expand it by adding more institutions upon request.

Note: This is version 2 of the earlier published dataset. The number of datasets published and tracked in the Monash Institutional Data Repository has been updated based on the information provided by the Monash Library. The number of datasets in the NTU Institutional Data Repository now includes datasets only. Dataverses were excluded to avoid double counting.

The dataset deposited here was prepared under the EPSRC-funded Humanitarian Engineering and Energy for Displacement research project (EP/P029531/1). The project aimed to understand energy needs of displaced communities, create an evidence base on the usage of different energy interventions and provide recommendations for improved design of future energy interventions to better meet the needs of people.

As part of the project, we deployed a Footfall Monitoring System in the Uttargaya settlement in Nepal. Footfall monitors are designed to measure the step count of passers-by with the aim to: Evaluate the level of activity in an area by measuring footfall count and Evaluate the effect of streetlights on the level of activity.

For the purpose of this study, the 7 footfall monitors are deployed beside 7 streetlights. The footfall monitors were deployed prior to commissioning of streetlights to gather baseline data and evaluate the impact of streetlights on the footfall count. The key constituents of footfall monitors are: Raspberry Pi 3B and Case; PiFace Real Time Clock and CAM008 70º night vision camera. The total cost of a monitor is £92.88. The Raspberry Pi is the central unit of the system that runs a program to sense the footfall count as measured by the IR sensor. The IR sensor counts footfall by tracking the number of times a horizontal beam of light is “broken” when a person crosses a threshold. If new data is recorded by the sensor, the updated footfall count along with the direction of movement and the current time (measured from PiFace RTC) is stored onto an SD card. A packet containing the updated values is also transmitted to the heed-data server hosted at Coventry University.

Post Deployment Challenges:

Damage to footfall: In April 2019, footfall monitor 7 was damaged due to a gust of storm and heavy rains in the camp. This monitor was replaced in May 2019.

Power outages: These are common in the camp. Data is lost during this time as the devices have no access to power.

Internet connectivity: The availability and reliability of Wi-Fi continue to be an issue for the transmission of data to heed-data server.

The dataset deposited here was prepared under the EPSRC-funded Humanitarian Engineering and Energy for Displacement research project (EP/P029531/1). The project aimed to understand energy needs of displaced communities, create an evidence base on the usage of different energy interventions and provide recommendations for improved design of future energy interventions to better meet the needs of people.

As part of the project, we deployed Stove Use Monitoring Systems (SUM) on clay cook stoves in Kigeme camp, Rwanda. The aim was to (a) measure and evaluate temperature profiles within stove enclosure and on the surface of stoves (b) evaluate frequency and duration of stove use. The SUM consisted of 2 sensors - a thermocouple (to measure temperature within the stove) and a Si7021 sensor (to measure temperature and humidity outside the stove), connected to an Arduino MKR GSM 1400 board. The data measured by the sensors was stored only if the change in values exceeded a set threshold for either of the readings. The SUM was powered by a re-chargeable Li-Ion battery of 3.7V and a rating of 7.59Wh.

The study was conducted in 2 phases. In phase 1 (02 July 2019 to 30 September 2019), data was collected from 15 SUM and stored locally on SD card as well as communicated to a remote server via GSM. The time of data collection was recorded using GSM functionality. However, several GSM and MQTT failures were noted leading to loss of timestamp values as well as shorter battery lifetime due to re-transmission tries. In phase 2 (02 October 2019 to 17 October 2019), data was collected from 9 SUM and only stored locally on SD cards. The time of data collection was recorded using an external RTC clock connected to the Arduino board. The data from both phases of study is deposited here along with the metadata.

This dataset tracks the updates made on the dataset "United States Drought Monitor, 2000-2016" as a repository for previous versions of the data and metadata.

This report contains data regarding enrollment demographics, utilization of services, grievances, state fair hearings, provider ratios, encounter completeness, Healthcare Effectiveness Data and Information Set (HEDIS) rates, and medical audit findings.

Zurich University of the Arts processed data of publications from 2021 to 2024 to provide the absolute figures on Open Access shares of scientific publications by affiliated authors via the Swiss Open Access Monitor (Repository Monitor). Four types of resources are surveyed: journal articles, books, book parts, and conference papers. The dataset includes publication data collected from the institutional research database, and Unpaywall, which underlie the reported absolute figures for the Repository monitor survey in 2025.

Poster presentation at Open Repositories 2016 in Dublin

Zürich University of Teacher Education processed data of publications published 2021 to 2024 to provide the absolute figures on Open/Closed shares of scientific publications by affiliated authors via the Swiss Open Access Monitor (Repository Monitor). Four types of resources are surveyed: journal articles, books, book parts and conference papers. The dataset includes publication data collected come from the institutional Open Access repository Repositorium PHZH / Zenodo underlying the reported absolute figures for the Repository monitor survey in 2025.

Data repository for the main article and the supporting information of the paper "Constraining spectral models of a terrestrial gamma-ray flash from a terrestrial electron beam observation by the Atmosphere-Space Interactions Monitor" (2021) by D. Sarria et al.

Link to the paper: https://agupubs.onlinelibrary.wiley.com/doi/full/10.1029/2021GL093152

DOI: 10.1029/2021GL093152

The University Library Basel processed the metadata of publications from 2021 to 2024 in order to provide absolute figures on the open and closed shares of scientific publications by researchers affiliated with the University of Basel via the Swiss Open Access Monitor (Repository Monitor). The survey covers four types of resources: journal articles, books, book parts, and conference papers. The dataset includes publication data extracted from the institutional open access repository edoc and the local research information system (CRIS) UNIverse, in order to provide the absolute figures underlying the Repository Monitor survey in 2025.