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Analysis and Strategies
Moorad Choudhry
ISBN: 9780470821275
Format: Hardback
Publisher:John Wiley and Sons Ltd
Also available as an eBook
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Repo, from sale and repurchase agreement, is one of the oldest and widely used instruments in global capital markets. It is a vital ingredient in the smooth and efficient running of the financial markets, and is used by all market participants including central banks, commercial banks, fund managers and corporates.
Repo, from sale and repurchase agreement, is one for the oldest and widely used instruments in global capital markets. It is a vital ingredient in the smooth and efficient running of the financial markets, and is used by all market participants including central banks, commercial banks, fund managers and corporates. This book is a comprehensive, detailed and authoritative description of the repo instrument. Written by a former repo trader, it covers applications and analysis of the various different instruments used in the repo markets. It also places the repo markets in the overall context of the money markets and banking asset-liability management.
| ISBN | 0470821272 | | Pages | 480 | | ISBN13 | 9780470821275
(What's this?) | | Volumes | 1 | | Publisher | John Wiley and Sons Ltd | | Weight (grammes) | 828 | | Imprint | John Wiley & Sons Ltd | | Published in | Chichester | | Format | Hardback | | Series title | The Wiley Finance Series | | Publication date | 01 Jan 2004 | | Height (mm) | 239 | | Library of Congress | HG226 | | Width (mm) | 166 | | DEWEY | 332.632 | | Spine width (mm) | 33 | | DEWEY edition | DC21 | | Academic level | Tertiary education, Professional / Scholarly |
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| Ch. 1 | | Introduction to repo | | 3 | | Ch. 2 | | Market background : the bond markets | | 11 | | Ch. 3 | | Market background : the money markets | | 51 | | Ch. 4 | | The repo instrument | | 83 | | Ch. 5 | | The uses and economic functions of repo | | 133 | | Ch. 6 | | Repo and structured financial products | | 151 | | Ch. 7 | | An introduction to money market trading and hedging | | 175 | | Ch. 8 | | An introduction to banking asset and liability management (ALM) | | 199 | | Ch. 9 | | The United Kingdom gilt repo market | | 231 | | Ch. 10 | | Selected country repo markets | | 265 | | Ch. 11 | | Repo dealing risks | | 297 | | Ch. 12 | | Accounting, tax and capital issues | | 313 | | Ch. 13 | | Legal and documentation issues | | 335 | | Ch. 14 | | Repo netting and electronic trading | | 347 | | Ch. 15 | | Equity repo | | 361 | | Ch. 16 | | Basis trading and the implied repo rate : part I | | 377 | | Ch. 17 | | Basis trading and the implied repo rate : part II | | 421 | | Ch. 18 | | An introduction to the fundamentals of basis trading | | 437 |
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