The Repo Handbook

The Repo Handbook, 2nd edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50% of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature new sections and 4 have been substantially rewritten. The UK gilt and US Treasury repo markets are explored through worked examples, and there are new sections on funding arbitrage trades, risk exposures, and regulatory capital. It also places repo in context within bank asset-liability management and trading techniques, illustrating repo use across a wide range of applications in the global money markets. Rarely mentioned in the financial press because of the simple, straightforward nature of the instrument, repo was often the only funding source available to banks during the last quarter of 2008 and the first in 2009. This book, written by a trader, will draw new attention to this valuable and efficient funding and investment product. * Describes repo instruments, which appeal to market participants because of their simplicity and malleability * Explains the institutional treatment of repos, especially in terms of risk, accounting, tax and legal issues, and equity repo * Details the government bond basis, implied repo rate, and basis trading

Produk Detail:

  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Pages : 576 pages
  • ISBN : 9780080941554
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKThe Repo Handbook

The Repo Handbook

The Repo Handbook
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release : 06 April 2010
GET THIS BOOKThe Repo Handbook

The Repo Handbook, 2nd edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50% of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature

REPO Handbook

REPO Handbook
  • Author : Moorad Choudhry
  • Publisher : Elsevier
  • Release : 21 May 2002
GET THIS BOOKREPO Handbook

The book features an introduction to the structure and mechanics of repo, institutional practices and real-world examples. In addition the content includes necessary supplementary material such as bank asset and liability management, trading techniques, and a range of other applications of value in the global money markets. Repo markets play a pivotal role in the world's economy. The Repo Handbook is the definitive, comprehensive guide to this most important element of the global debt capital markets. It describes the use,

The Repo Handbook, 2nd Edition

The Repo Handbook, 2nd Edition
  • Author : Moorad Choudhry
  • Publisher : Unknown Publisher
  • Release : 25 October 2021
GET THIS BOOKThe Repo Handbook, 2nd Edition

The Repo Handbook, 2 nd edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50% of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature

An Introduction to Repo Markets

An Introduction to Repo Markets
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release : 31 January 2011
GET THIS BOOKAn Introduction to Repo Markets

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

Research Handbook on Shadow Banking

Research Handbook on Shadow Banking
  • Author : Iris H.-Y. Chiu,Iain G. MacNeil
  • Publisher : Edward Elgar Publishing
  • Release : 25 October 2021
GET THIS BOOKResearch Handbook on Shadow Banking

Research Handbook on Shadow Banking brings together a range of international experts to discuss shadow banking activities, the purposes they serve, the risks they pose to the financial system and implications for regulators and the regulatory perimeter. Including discussions specific to the UK, European Union, US, China and Singapore, this book offers high level and theoretical perspectives on shadow banking and regulatory risks, as well as more detailed explorations of specific markets in shadow banking.

The Money Markets Handbook

The Money Markets Handbook
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release : 02 December 2011
GET THIS BOOKThe Money Markets Handbook

In The Money Markets Handbook Moorad Choudhry provides, in one comprehensive volume, the description, trading, analysis and calculations of the major markets around the world, providing worked examples and exercises throughout to provide a landmark publication on this important topic. Unique features, including a list of conventions and trading rules in virtually every market in the world, means that this book is relevant to virtually every money market in the world. Includes an in depth treatment of repo markets, asset

Securities Finance

Securities Finance
  • Author : Frank J. Fabozzi,Steven V. Mann
  • Publisher : John Wiley & Sons
  • Release : 15 September 2005
GET THIS BOOKSecurities Finance

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,

Handbook of Short Selling

Handbook of Short Selling
  • Author : Anonim
  • Publisher : Academic Press
  • Release : 31 August 2011
GET THIS BOOKHandbook of Short Selling

This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic perspectives clarify the uses of short selling and dispel notions of its destructive implications. With contributions from around the world, this volume sheds new light on the ways short selling uncovers market

A Practical Guide to Using Repo Master Agreements

A Practical Guide to Using Repo Master Agreements
  • Author : Paul C Harding,Christian A Johnson
  • Publisher : Harriman House Limited
  • Release : 27 February 2017
GET THIS BOOKA Practical Guide to Using Repo Master Agreements

Fully revised and updated third edition A Practical Guide to Using Repo Master Agreements is the essential book for all who need to know about the international repo market and its products, the important legal, credit and regulatory issues in this space, and most of all need to understand the contents of repo master agreements so that they can negotiate them safely and confidently. The book is written by two of the world’s leading commentators on the subject, Paul

Python Data Science Handbook

Python Data Science Handbook
  • Author : Jake VanderPlas
  • Publisher : "O'Reilly Media, Inc."
  • Release : 21 November 2016
GET THIS BOOKPython Data Science Handbook

For many researchers, Python is a first-class tool mainly because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data science stack, but only with the Python Data Science Handbook do you get them all—IPython, NumPy, Pandas, Matplotlib, Scikit-Learn, and other related tools. Working scientists and data crunchers familiar with reading and writing Python code will find this comprehensive desk reference ideal for tackling day-to-day issues: manipulating, transforming, and

Bond and Money Markets

Bond and Money Markets
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release : 04 July 2003
GET THIS BOOKBond and Money Markets

The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students. Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products * Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management *

Handbook of Fixed-Income Securities

Handbook of Fixed-Income Securities
  • Author : Pietro Veronesi
  • Publisher : John Wiley & Sons
  • Release : 04 April 2016
GET THIS BOOKHandbook of Fixed-Income Securities

A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact

The Handbook of China's Financial System

The Handbook of China's Financial System
  • Author : Marlene Amstad,Guofeng Sun,Wei Xiong
  • Publisher : Princeton University Press
  • Release : 17 November 2020
GET THIS BOOKThe Handbook of China's Financial System

"The Chinese economy is now easily one of the most important and closely scrutinized economies in the world. Relatively minuscule changes in predictions of how the Chinese economy will perform can drive up or down stocks and the price of oil and other commodities. At the heart of how the Chinese economy works is its financial system-but the Chinese financial system is vastly different than most people in the West can understand. How do house prices work, for example, in