Mastering repo markets : a step-by-step guide to the products, applications,and risks
著者
書誌事項
Mastering repo markets : a step-by-step guide to the products, applications,and risks
（Financial Times/Pitman Publishing, . Market editions）
Pitman, 1997
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注記
Bibliography: p.282
Includes index
Published in association with the ACI Institute
内容説明・目次
内容説明
Domestic and international repo markets have grown dramatically over the last few years. This is because of an increasing need to be able to take and hedge short positions in the capital and derivatives markets; growing concern over counterparty credit risk; and the favorable capital adequacy treatment given to repos. Most important of all is the growing awareness among market participants of the flexibility of repos and wide range of markets and circumstances in which they can be of benefit. Mastering Repo Markets is the most-up-to-date practical primer in the professional markets, focusing on the instruments, applications and risk-management techniques essential for success in this rapidly growing, fast evolving market. A fully international, interactive book, it addresses market conditions, product characteristics, pricing and valuation calculations, trading strategies and risk management. The only book covering these markets in this way, Mastering Repo Markets contains worked examples and exercises throughout, practice drills which reflect the style of the ACI exams, plus a complete practice examination paper.
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