Book description
The Repo markets have grown dramatically in the past few years because of the need to hedge short positions in the capital and derivatives markets. Virtually all major currency markets in the world now have an established repo market, the facility is also increasingly being used in developing currency markets as well.
This book is a practical introduction that focuses on the instruments, applications and risk management techniques essential for this rapidly evolving market. Fully updated to reflect the changes in these markets, the book also includes worked examples and case studies, and new sections on basket and structured finance repo.
Table of contents
- The Securities & Investment Institute
- Title Page
- Copyright Page
- Dedication
- Foreword
- PREFACE
- PREFACE TO THE FIRST EDITION
- ABOUT THE AUTHOR
- Chapter 1 - INTRODUCTION TO REPO
- Chapter 2 - MARKET BACKGROUND
- Chapter 3 - THE MECHANICS OF REPO
- Chapter 4 - BASKET REPO, SYNTHETIC REPO AND STRUCTURED FINANCE REPO
- Chapter 5 - THE UK GILT REPO MARKET
- Chapter 6 - OVERVIEW OF REPO TRADING AND THE FUTURES CONTRACT IMPLIED REPO RATE
- Chapter 7 - REPO AND THE YIELD CURVE
- Chapter 8 - THE GLOBAL MASTER REPURCHASE AGREEMENT
- Chapter 9 - ACCOUNTING, TAX AND REGULATORY CAPITAL ISSUES IN REPO
- EXERCISES
- CASE STUDY: ABC BANK plc
- REPO CASE STUDY ANSWERS
- GLOSSARY
- TECHNICAL APPENDICES
- ABBREVIATIONS
- INDEX
Product information
- Title: An Introduction to Repo Markets, Third Edition
- Author(s):
- Release date: July 2006
- Publisher(s): Wiley
- ISBN: 9780470017562
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