The global repo markets : instruments & applications
著者
書誌事項
The global repo markets : instruments & applications
J. Wiley & Sons (Asia), 2004
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注記
Includes bibliographical references and indexes
内容説明・目次
内容説明
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.
目次
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.
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