Global Repo Markets: Instruments and Applications

Global Repo Markets: Instruments and Applications

by Moorad Choudhry
     
 

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Repo is a well-established financial instrument and a vital part of maintaining capital market liquidity and efficiency. Repo markets have experienced considerable growth in recent yeras, and repo is traded in both developed and emerging market economies. This book provides a comprehensive description, explanation and analysis of one of the most important instruments… See more details below

Overview

Repo is a well-established financial instrument and a vital part of maintaining capital market liquidity and efficiency. Repo markets have experienced considerable growth in recent yeras, and repo is traded in both developed and emerging market economies. This book provides a comprehensive description, explanation and analysis of one of the most important instruments in the global money markets today. It includes:

  • Trade illustrations, work examples and case studies
  • Both bond repo and equity repo
  • A detailed study of the futures-bond basis and the implied repo rate
  • Market conventions, settlement, legal and accounting issues
  • The role of repo in banking asset-liability management
  • Written by an experienced repo trader, this book is vital reading for anyone with an involvement in repo and the money markets.

Product Details

ISBN-13:
9781118178966
Publisher:
Wiley
Publication date:
12/07/2011
Series:
Wiley Finance , #741
Sold by:
Barnes & Noble
Format:
NOOK Book
Pages:
640
File size:
14 MB
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This product may take a few minutes to download.

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