Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook

Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook

by R. Venkata Subramani

NOOK BookVolume 2 (eBook - Volume 2)

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Product Details

ISBN-13: 9780470829059
Publisher: Wiley
Publication date: 07/07/2011
Sold by: Barnes & Noble
Format: NOOK Book
Pages: 650
File size: 81 MB
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About the Author

A graduate of the University of Madras, Venkata Subramani is a Chartered Accountant who began his career with a professional accounting firm in Chennai.
Venkat is currently Product Manager at Calypso Technology, a global financial software and services company delivering integrated cross-asset solutions for trading, risk, processing and control, serving a broad spectrum of customers including financial institutions, prime brokers, asset managers, hedge funds, insurers, corporates and exchanges. Venkat’s expertise includes accounting and reporting for different types of financial instruments as per US GAAP and IFRS.
Previously he was managing a team of core finance and accounts professionals in a US-based hedge fund administration firm serving several global clients. Venkata Subramani lives in Chennai with his wife and daughter.

Table of Contents

Foreword xxiii

Introduction xxv

Preface xxvii

Acknowledgments xxxi

Chapter 1 Fixed Income Securities—Theory 1

Chapter 2 Fixed Income Securities—Fair Value through Profi t or Loss 11

Chapter 3 Fixed Income Securities—Available-for-Sale 113

Chapter 4 Fixed Income Securities—Held-to-Maturity 195

Chapter 5 Presentation, Disclosures&Reclassifi cation 251

Chapter 6 Interest Rate Derivatives—Theory 267

Chapter 7 Interest Rate Swaps—Receive Fixed Pay Floating 283

Chapter 8 Interest Rate Swaps—Pay Fixed Receive Floating 335

Chapter 9 Interest Rate Caps 389

Chapter 10 Interest Rate Floors 483

Chapter 11 Interest Rate Collar 563

Chapter 12 Cross-Currency Swaps (XCCY Swaps) 631

Bibliography 705

Index 707

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