Securities finance : securities lending and repurchase agreements
著者
書誌事項
Securities finance : securities lending and repurchase agreements
(The Frank J. Fabozzi series)(Wiley finance series)
Wiley, c2005
大学図書館所蔵 全13件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes index
内容説明・目次
内容説明
In Securities Finance, editors Frank Fabozzi and Steven Mann assemble a group of prominent practitioners in the securities finance industry to provide readers with an enhanced understanding of the various arrangements in the securities finance market. Divided into three comprehensive parts-Securities Lending, Bond Financing via the Repo Market, and Equity Financing Alternatives to Securities Lending-this book covers a wide range of securities finance issues, including alternative routes to the securities lending market, evaluating risks in securities lending transactions, U.S. and European repo markets, dollar rolls and their impact on MBS valuation and strategies, derivatives for financing equity positions and equity repos, and more. Filled with in-depth insight and expert advice, Securities Finance contains the information readers need to succeed in this rapidly expanding market.
目次
Preface. About the Editors.
Contributing Authors.
PART ONE: Securities Lending.
Chapter 1: An Introduction to Securities Lending (Mark C. Faulkner).
Chapter 2: Securities Lending, Liquidity, and Capital Market-Based Finance (State Street).
Chapter 3: Finding a Route to Market: An Institutional Guide to the Securities Lending Labyrinth (Mark C. Faulkner).
Chapter 4: Evaluating Lending Options (Anthony A. Nazzaro).
Chapter 5: The Auction Process and Its Role in the Securities Lending Markets (Daniel E. Kiefer and Judith G. Mabry).
Chapter 6: The Fundamentals of Fixed Income Securities (Frank J. Fabozzi).
Chapter 7: Managing Liquidity Risks in Cash-Based Lending Programs (Ed Blount and Aaron J. Gerdeman).
Chapter 8: Quantifying Risks in Securities Lending Transactions (Mark C. Faulkner).
Chapter 9: Risk, Return, and Performance Measurement in Securities Lending (Peter Economou).
Chapter 10: Developing Effective Guidelines for Managing Legal Risks-U.S. Guidelines (Charles E. Dropkin).
Chapter 11: Tax Issues Associated with Securities Lending (Richard J. Shapiro).
Chapter 12: Accounting Treatment of Loans of Securities (Susan C. Peters).
PART TWO: Bond Financing via the Repo Market.
Chapter 13: Repurchase and Reverse Repurchase Agreements (Frank J. Fabozzi and Steven V. Mann).
Chapter 14: The European Repo Market (Richard Comotto).
Chapter 15: Overview of U.S. Agency Mortgage-Backed Securities (Frank J. Fabozzi).
Chapter 16: Dollar Rolls (Frank J. Fabozzi and Steven V. Mann).
Chapter 17: Evaluating the Interaction of Dollar Rolls and MBS Investments (Anand K. Bhattacharya, Paul Jacob, and William S. Berliner).
PART THREE: Equity Financing Alternatives to Securities Lending.
Chapter 18: Equity Financing Alternatives to Securites Lending (Frank J. Fabozzi and Steven V. Mann).
INDEX.
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