Global Repo Markets: Instruments & Applications

商家名称	信用等级	购买信息	订购本书
		Global Repo Markets: Instruments & Applications
		Global Repo Markets: Instruments & Applications

基本信息·出版社：Wiley
·页码：300 页
·出版日期：2004年07月
·ISBN：0470821272
·International Standard Book Number：0470821272
·条形码：9780470821275
·EAN：9780470821275
·装帧：精装
·正文语种：英语
·丛书名：Wiley Finance

内容简介 The repo is a relatively new global financial instrument that offers an inexpensive, efficient method of improving liquidity. Due to their attractive nature, repo markets have experienced considerable growth in recent years. This book aims to provide a comprehensive description, explanation and analysis of one of the most important instruments in the global money and capital markets.

From the Inside Flap

Repo is a well-established financial instrument and a vital part of maintaining capital market liquidity and efficiency. Repo markets have experienced considerable growth in recent yeras, and repo is traded in both developed and emerging market economies. This book provides a comprehensive description, explanation and analysis of one of the most important instruments in the global money markets today. It includes: Trade illustrations, work examples and case studies Both bond repo and equity repo A detailed study of the futures-bond basis and the implied repo rate Market conventions, settlement, legal and accounting issues The role of repo in banking asset-liability management Written by an experienced repo trader, this book is vital reading for anyone with an involvement in repo and the money markets.
作者简介 Moorad Choudhry is Head of Treasury at KBC Financial Products  in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance services at JPMorgan Chase Bank.

Dr. Choudhry is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-author with Professor Frank Fabozzi of The Global Money Markets
专业书评 From the Back Cover

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.

This book is a comprehensive, detailed and authoritative description of the repo instrument. Written by a foemer 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.
目录
Foreword.

Preface.

PART I: THE REPO INSTRUMENT AND THE DEBT CAPITAL MARKETS.

Chapter 1. Intro to Repo.

Chapter 2. Market Background: The Bond Markets.

Chapter 3. Market Background: The Markets.

Chapter 4. The Repo Instrument.

Chapter 5. Uses and Economic Functions of Repo. 

Chapter 6. Repo and Structured Financial Products.

Chapter 7. An Introduction to Money Market Trading and Hedging.

Chapter 8. An Introduction to Banking Asset and Liability Management (ALM).

Chapter 9. The United Kingdom Gilt Repo Market.

Chapter 10. Selected Country Repo Markets.

PART II: INSTITUTIONAL TREATMENT OF REPO.

Chapter 11. Repo Dealing Risk.

Chapter 12. Accounting, Tax and Capital Issues.

Chapter 13. Legal and Documentation Issues.

Chapter 14. Repo Netting and Electronic Trading.

Chapter 15. Equity Repo.

PART III: BASIC TRADING AND THE IMPLIED REPO RATE.

Chapter 16. Basic Trading and the Implied Repo Rate: Part I.

Chapter 17. Basic Trading and the Implied Repo Rate: Part II.

Chapter 18. An Introduction to the Fundamentals of Basic Trading.

Glossary.

Author Index.

Index.
……

查看更多 下一篇