Cargando…

The REPO handbook /

The Repo Handbook, 2nd edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50% of daily settlement activity in no...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford ; Boston : Butterworth-Heinemann, 2010.
Colección:Global capital markets series.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Chapter 1: Introduction to Repo
  • Chapter 2: Market Background: The Bond Markets I
  • Chapter 3: Market Background: The Bond Markets II
  • Chapter 4: Market Background: The Money Markets
  • Chapter 5: The Repo Instrument
  • Chapter 6: The Uses and Economic Functions of Repo
  • Chapter 7: Structured Repo Products and the Total Return Swap
  • Chapter 8: Trading and Hedging I: Introduction
  • Chapter 9: Trading and Hedging II: Asset & Liability Management (ALM)
  • Chapter 10: The Gilt Repo and US Treasury Repo Market
  • Chapter 11: Repo Dealing Risks
  • Chapter 12: Accounting, Tax and Capital Issues
  • Chapter 13: Legal and Documentation Issues
  • Chapter 14: Repo Netting and Electronic Trading
  • Chapter 15: Equity Repo
  • Chapter 16: The Government Bond Basis, Basis Trading and the Implied Repo Rate I
  • Chapter 17: The Government Bond Basis, Basis Trading and the Implied Repo Rate II
  • Chapter 18: An Introduction to Fundamentals of Basis Trading.