A practical guide to collateral management in the OTC derivatives market

著者

    • Davenport, Penny

書誌事項

A practical guide to collateral management in the OTC derivatives market

edited by Penny Davenport

(Finance and capital markets)

Palgrave Macmillan, 2003

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

This is the first book of its kind on the market and is aimed at collateral management professionals in the OTC derivatives markets. It is a guide to the key topics involved in establishing and running a collateral management function and is clear, comprehensive and practical. A Practical Guide to Collateral Management in the OTC Derivatives Market will also be of value to those professionals working in product areas applying collateral management techniques including repo, securities lending and exchange traded products.

目次

Introduction Collateral - Theory and Practicalities of Credit Risk Mitigation Techniques in the OTC Derivatives Market Collateralising Repo and Securities Lending Transactions Implementing a Collateral Management Programme Use of Technology in the Collateral Management Area Legal Issues Surrounding Collateralisation Legal Documentation for Collateral Netting and Collateral Incorporation of Collateral into Credit Exposure Calculations Capital Adequacy The Impact of Collateral on Corporate Liquidity Collateral Risk Management Accounting and Tax Glossary

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