An introduction to repo markets
"Topics are illustrated with Bloomberg screens, worked examples, exercises and case studies. Related issues such as financial market arithmetic are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to the...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, England
John Wiley
2006
|
| Edition: | 3rd ed |
| Series: | Securities Institute
|
| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index
- Introduction to repo
- Market background
- The mechanics of repo
- Basket repo, synthetic repo and structured finance repo
- The UK gilt repo market
- Overview of repo trading and the futures contract implied repo rate
- Repo and the yield curve
- The global master repurchase agreement
- Accounting, tax and regulatory capital issues in repo