The Repo Handbook: Securities Institute Global Capital Markets
Autor Moorad Choudhryen Limba Engleză Paperback – 23 aug 2000
- Describes repo instruments, which appeal to market participants because of their simplicity and malleability
- Explains the institutional treatment of repos, especially in terms of risk, accounting, tax and legal issues, and equity repo
- Details the government bond basis, implied repo rate, and basis trading
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Specificații
ISBN-13: 9780080974682
ISBN-10: 0080974686
Pagini: 576
Dimensiuni: 152 x 229 x 30 mm
Greutate: 0.8 kg
Ediția:2
Editura: ELSEVIER SCIENCE
Seria Securities Institute Global Capital Markets
ISBN-10: 0080974686
Pagini: 576
Dimensiuni: 152 x 229 x 30 mm
Greutate: 0.8 kg
Ediția:2
Editura: ELSEVIER SCIENCE
Seria Securities Institute Global Capital Markets
Public țintă
Students and professionals working on fixed-income securities and markets, and more generally in capital marketsCuprins
Part I Repo and the debt capital markets1. Intro to repo2. Market background: Bond markets I3. Market background: Bond markets II4 .Money markets5. The repo instrument6. Uses and economic functions7. Structured repo and the Total Return Swap8. Trading and Hedging9. ALM10. Gilt and US Treasury repo
Part II The treatment of repo11. Risk12. Accounting, Tax and Capital13. Legal14. Netting15. Equity repo
Part III The government bond futures contract, the cheapest-to-deliver, basis trading and the implied repo rate16. The Bond Basis I17. The Bond Basis II18. The Bond Basis III
Part II The treatment of repo11. Risk12. Accounting, Tax and Capital13. Legal14. Netting15. Equity repo
Part III The government bond futures contract, the cheapest-to-deliver, basis trading and the implied repo rate16. The Bond Basis I17. The Bond Basis II18. The Bond Basis III
Recenzii
"The most authoritative source on the repo market. Other texts I have seen totally lack Professor Choudhry's clarity of exposure and really important taste for technical detail." --Matteo Regesta, Interest Rate Strategist, BNP Paribas, London