Collateral management : a guide to mitigating counterparty risk /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Simmons, Michael, 1951- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, United Kingdom : John Wiley & Sons, 2018.
Colección:Wiley finance series
Temas:
Collateralized debt obligations.
Credit derivatives.
Security (Law)
Obligations adossées à des créances.
Instruments dérivés de crédit.
Sûretés (Droit)
BUSINESS & ECONOMICS > Finance.
Collateralized debt obligations
Credit derivatives
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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
  • 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
  • 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
  • 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)
  • 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)
  • CHAPTER 8 Sale & Repurchase (Repo) Trades and Collateral
  • The Global Master Repurchase Agreement

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