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An introduction to repo markets / Moorad Choudhry ; with a contribution from Daniel Franks

Author:
Choudhry, Moorad
Published:
Chichester, England ; Hoboken, NJ : John Wiley, 2006.
Edition:
3rd ed.
Physical Description:
1 online resource (xx, 201 pages) : illustrations
Additional Creators:
Securities & Investment Institute
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Restrictions unspecified
Contents:
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.
Summary:
"The repo markets are a vital part of the global financial system. Repo is used by virtually all market participants, as a funding and liquidity tool. The third edition of Professor Moorad Choudhry's reference text An Introduction to Repo Markets brings readers up to date with the latest developments. It offers a detailed yet accessible and reader-friendly look at the instrument itself and its variants, and is aimed specifically at newcomers to the market or those unfamiliar with modern fixed income products. The author capitalises on his wealth of experience in the money markets to present this concise yet in-depth coverage of repo, set in the context of the financial markets as a whole."
"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 money markets and repo."--Jacket.
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ISBN:
9780470033784 (electronic bk.)
0470033789 (electronic bk.)
0470017562
9780470017562
9786610739752
6610739757
1280739754
9781280739750
Digital File Characteristics:
text file
Note:
"Securities & Investment Institute"--Cover.
Bibliography Note:
Includes bibliographical references and index.
Reproduction Note:
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2011.
Technical Details:
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
Action Note:
digitized 2011 HathiTrust Digital Library committed to preserve
View MARC record | catkey: 37413512