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The REPO handbook /

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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...

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Bibliographic Details
Main Author: Choudhry, Moorad
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: Oxford ; Boston : Butterworth-Heinemann, 2010.
Series:Global capital markets series.
Subjects:
Repurchase agreements.
Conventions de rachat.
BUSINESS & ECONOMICS > Investments & Securities > General.
Repurchase agreements
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 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.