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Global Repo Markets: Analysis and Strategies / Edition 1
     

Global Repo Markets: Analysis and Strategies / Edition 1

by Moorad Choudhry, Moorad Choudhry  , J. P. Morgan
 

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ISBN-10: 0470821272

ISBN-13: 9780470821275

Pub. Date: 01/23/2004

Publisher: Wiley

Repo, from sale and repurchase agreement, is one for the oldest and widely used instruments in global capital markets. It is a vital ingredient in the smooth and efficient running of the financial markets, and is used by all market participants including central banks, commercial banks, fund managers and corporates.

This book is a comprehensive, detailed and

Overview

Repo, from sale and repurchase agreement, is one for the oldest and widely used instruments in global capital markets. It is a vital ingredient in the smooth and efficient running of the financial markets, and is used by all market participants including central banks, commercial banks, fund managers and corporates.

This book is a comprehensive, detailed and authoritative description of the repo instrument. Written by a former repo trader, it covers applications and analysis of the various different instruments used in the repo markets. It also places the repo markets in the overall context of the money markets and banking asset-liability management.

Product Details

ISBN-13:
9780470821275
Publisher:
Wiley
Publication date:
01/23/2004
Series:
Wiley Finance Series , #261
Pages:
300
Product dimensions:
7.28(w) x 10.33(h) x 1.14(d)

Table of Contents

Foreword.

Preface.

PART I: THE REPO INSTRUMENT AND THE DEBT CAPITAL MARKETS.

Chapter 1. Intro to Repo.

Chapter 2. Market Background: The Bond Markets.

Chapter 3. Market Background: The Markets.

Chapter 4. The Repo Instrument.

Chapter 5. Uses and Economic Functions of Repo. 

Chapter 6. Repo and Structured Financial Products.

Chapter 7. An Introduction to Money Market Trading and Hedging.

Chapter 8. An Introduction to Banking Asset and Liability Management (ALM).

Chapter 9. The United Kingdom Gilt Repo Market.

Chapter 10. Selected Country Repo Markets.

PART II: INSTITUTIONAL TREATMENT OF REPO.

Chapter 11. Repo Dealing Risk.

Chapter 12. Accounting, Tax and Capital Issues.

Chapter 13. Legal and Documentation Issues.

Chapter 14. Repo Netting and Electronic Trading.

Chapter 15. Equity Repo.

PART III: BASIC TRADING AND THE IMPLIED REPO RATE.

Chapter 16. Basic Trading and the Implied Repo Rate: Part I.

Chapter 17. Basic Trading and the Implied Repo Rate: Part II.

Chapter 18. An Introduction to the Fundamentals of Basic Trading.

Glossary.

Author Index.

Index.

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