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Collateral management : a guide to mitigating counterparty risk /
Insight into collateral management and its increasing relevance in modern banking In the wake of recent financial crises, firms of all sizes have adjusted their policies to incorporate more frequent instances of collateral management. Collateral Management: A Guide to Mitigating Counterparty Risk ex...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons,
2018.
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| Colección: | Wiley finance series
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 082 | 0 | 0 | |a 332.64/5 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Simmons, Michael, |d 1951- |e author. | |
| 245 | 1 | 0 | |a Collateral management : |b a guide to mitigating counterparty risk / |c Michael Simmons. |
| 264 | 1 | |a Chichester, West Sussex, United Kingdom : |b John Wiley & Sons, |c 2018. | |
| 264 | 4 | |c ©2019 | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Intro; Collateral Management; Contents; Foreword; Acknowledgements; About the Author; Introduction; PART 1 INTRODUCTORY ELEMENTS; CHAPTER 1 Fundamental Collateral Concepts; CHAPTER 2 The Nature and Characteristics of Collateral Types; 2.1 Cash Collateral: Overview; 2.1.1 Introduction; 2.1.2 Eligible Collateral; 2.1.3 Haircut; 2.1.4 Settlement; 2.2 Bond Collateral: Overview; 2.2.1 Introduction; 2.2.2 Types of Bond; 2.2.3 Bond Identifiers; 2.2.4 Bond Denominational Values; 2.2.5 Market Value of Bonds; 2.2.6 Bond Holding Locations; 2.2.7 Acceptable Bond Collateral | |
| 505 | 8 | |a 2.2.8 Haircut and Bond Collateral Value2.2.9 Settlement; 2.2.10 Bond Interest Payments; PART 2 SALE & REPURCHASE (REPO) TRADES AND COLLATERAL; CHAPTER 3 Sale & Repurchase (Repo) Trades and Collateral -- Introduction to Repo; 3.1 Introduction to Repo; 3.2 Participants in the Repo Marketplace; 3.2.1 Institutional Investors; 3.2.2 Supranational Organisations; 3.2.3 Central Banks; 3.2.4 Investment Banks; 3.2.5 Brokers; 3.2.6 Electronic Trading Platforms; CHAPTER 4 Sale & Repurchase (Repo) Trades and Collateral -- Classic Repo Trades; 4.1 Cash-Based Classic Repo Transactions | |
| 505 | 8 | |a 4.1.1 The Duration of a Classic Repo Transaction4.1.2 Classic Repo Legal Agreements; 4.1.3 Collateral in a Classic Repo; 4.1.4 Repo Rate Format and Repo Interest Calculation Method; 4.1.5 Over-Collateralisation: Haircut and Initial Margin; 4.1.6 Repo Trade Settlement Cycle; 4.1.7 Repo Trade Confirmation and Affirmation; 4.1.8 Repo Trade Settlement; 4.1.9 Portfolio Reconciliation; 4.1.10 Marking-to-Market; 4.1.11 Exposure Calculation; 4.1.12 Threshold and Minimum Transfer Amount; 4.1.13 Making & Receiving Margin Calls; 4.1.14 Settlement of Margin Calls; 4.1.15 Holding Collateral Received | |
| 505 | 8 | |a 4.1.16 Updating Books & Records4.1.17 Collateral Substitution; 4.1.18 Income Events; 4.1.19 Additional Aspects of Repo; CHAPTER 5 Sale & Repurchase (Repo) Trades and Collateral -- The Repo Trade Lifecycle; Introduction; 5.1 Pre-Trading; 5.2 Trade Execution; 5.3 Pre-Settlement; 5.4 Settlement of Opening Leg; 5.5 Throughout Lifetime of Trade; 5.6 Settlement of Closing Leg; CHAPTER 6 Sale & Repurchase (Repo) Trades and Collateral -- Stock-Based Classic Repo Trades; CHAPTER 7 Sale & Repurchase (Repo) Trades and Collateral -- Repo Trade Variations; 7.1 Buy/Sell Backs (Overview) | |
| 505 | 8 | |a 7.1.1 Trade Monetary Calculations7.1.2 Other Characteristics of Buy/Sell Backs; 7.2 Tri-Party Repo (Overview); 7.2.1 Tri-Party Trade Processing; 7.2.2 Advantages of Tri-Party Repo; 7.2.3 Tri-Party Agents; 7.2.4 Updating Books & Records; 7.3 Delivery by Value (Overview); 7.3.1 DBV Trade Execution; 7.3.2 Post-Execution Process; 7.3.3 Term DBVs; 7.3.4 Changes to Cash or Collateral; 7.4 Repo Central Clearing (Overview); 7.5 GC Pooling (Overview); 7.5.1 The GC Pooling Trading/Clearing/Settlement Process; 7.6 RepoClear (Overview) | |
| 505 | 8 | |a CHAPTER 8 Sale & Repurchase (Repo) Trades and Collateral -- The Global Master Repurchase Agreement | |
| 588 | 0 | |a Online resource; title from digital title page (viewed on March 11, 2019). | |
| 520 | |a Insight into collateral management and its increasing relevance in modern banking In the wake of recent financial crises, firms of all sizes have adjusted their policies to incorporate more frequent instances of collateral management. Collateral Management: A Guide to Mitigating Counterparty Risk explains the connection between the need for collateral management in order to alleviate counterparty risk and the actions that firms must take to achieve it. Targeted at middle and back office managers seeking a hands-on explanation of the specifics of collateral management, this book offers a thorough treatment of the subject and attends to details such as internal record management, daily procedures used in making and receiving collateral calls, and settlement-related issues that affect the movements of cash and securities collateral. An expert in financial topics ranging from trade lifecycle to operational risk, author Michael Simmons offers readers insight into a field that, so far, is struggling to produce enough expertise to meet its high demand. Presents hands-on advice and examples from a bestselling, internationally renowned author who introduces his third book on operations and operations-related activities Explains the relationship between collateral management and preventing institutional defaults, such as the recent Lehman Brothers downfall Since 2008, firms have recognized and embraced the importance of collateral management, but this book will provide practitioners with a deeper understanding and appreciation of its relevance. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Collateralized debt obligations. | |
| 650 | 0 | |a Credit derivatives. | |
| 650 | 0 | |a Security (Law) | |
| 650 | 6 | |a Obligations adossées à des créances. | |
| 650 | 6 | |a Instruments dérivés de crédit. | |
| 650 | 6 | |a Sûretés (Droit) | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Collateralized debt obligations |2 fast | |
| 650 | 7 | |a Credit derivatives |2 fast | |
| 650 | 7 | |a Security (Law) |2 fast | |
| 758 | |i has work: |a Collateral management (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFH7jjtQQm8dgJBH4rtcbm |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Simmons, Michael, 1951- |t Collateral management. |d Chichester, West Sussex, United Kingdom : John Wiley & Sons, 2019 |z 9780470973509 |w (DLC) 2018043094 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=5720836 |z Texto completo |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL5720836 | ||
| 938 | |a EBSCOhost |b EBSC |n 2036439 | ||
| 938 | |a YBP Library Services |b YANK |n 16080649 | ||
| 938 | |a YBP Library Services |b YANK |n 16084617 | ||
| 994 | |a 92 |b IZTAP | ||