Книги
The REPO Handbook
Choudhry, M. The REPO Handbook / M. Choudhry. — OxfordAmsterdamBoston : Butterworth Heinemann, 2002. — 480 p.. — . Руководство по РЕПО.. — 2970.00 р.
Аннотация
The book features an introduction to the structure and mechanics of repo, institutional practices and real-world examples. In addition the content includes necessary supplementary material such as bank asset and liability management, trading techniques, and a range of other applications of value in the global money markets. Repo markets play a pivotal role in the worldA's economy. The Repo Handbook is the definitive, comprehensive guide to this most important element of the global debt capital markets. It describes the use, motivations and mechanics of the repo instrument, and features invaluable coverage of specific country markets and institutions. The reader is taken through classic repo, sell/buy backs and structured repo, as well as additional products such as the total return swap and securities lending. As important is the treatment of related areas, such as money markets, banking asset & liability management and the implied repo rate, vital to a full understanding of repo. This book is the ultimate guide for bankers, repo traders and salespersons, money market participants, corporate treasurers, debt finance professionals and is organized into three parts: Part I covers the repo instrument, and examines repo mechanics and use of repo. There is also a look at selected country repo markets around the world. Part II of the book considers the institutional treatment of repo, with chapters on risk, netting, accounting, and legal issues. There is also a chapter on equity repo. Part III looks at basis trading and the implied repo rate. This includes results of original research on the gilt bond basis, presented in accessible style. * A complete guide to repo, including introductions to money markets and bonds; * Contains the author's personal anecdotes from trading; * Covers every aspect of repo for all participants including legal, tax, accounting and back office
Ключевые слова
- #английский язык
- #базель 2
- #бухгалтерский учет
- #великобритания
- #германия
- #государственные ценные бумаги
- #за рубежом
- #испания
- #италия
- #операции с ценными бумагами
- #правовые вопросы
- #предметный указатель
- #производные финансовые инструменты
- #репо
- #риски
- #рынок капитала
- #рынок ценных бумаг
- #соглашения
- #сша
- #термины
- #торговые операции
- #форвард
- #франция
- #фьючерс
- #центральные банки
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УДК:339.7
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- 6. King, J.L. Operational Risk / J.L. King. — Chichester : J.Wiley & Sons, 2001. — 261 p.. — (Wiley Finance).
- 7. Das, S. Swaps/Financial Derivatives / S. Das. — 3rd Ed.. — London : J.Wiley & Sons (Asia), 2004. — 882 p.. — (Wiley Finance).
- 8. Das, S. Swaps/Financial Derivatives / S. Das. — 3rd Ed.. — London : J.Wiley & Sons (Asia), 2004. — P. 883-2200 p.. — (Wiley Finance).
- 9. Chance, M. Don Analysis of Derivatives for the CFA Program / M. Don Chance. — Baltimore : Association for Investment Management and Research, 2003. — 656 p.
- 10. Carlberg, M. Policy Competition and Policy Cooperation in a Monetary Union / M. Carlberg. — Berlin : Springer, 2004. — 288 p.
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