
The Repo Handbook
Description
Key Features
- Describes repo instruments, which appeal to market participants because of their simplicity and malleability
- Explains the institutional treatment of repos, especially in terms of risk, accounting, tax and legal issues, and equity repo
- Details the government bond basis, implied repo rate, and basis trading
Readership
Students and professionals working on fixed-income securities and markets, and more generally in capital markets
Table of Contents
Part I Repo and the debt capital markets
1. Intro to repo
2. Market background: Bond markets I
3. Market background: Bond markets II
4 .Money markets
5. The repo instrument
6. Uses and economic functions
7. Structured repo and the Total Return Swap
8. Trading and Hedging
9. ALM
10. Gilt and US Treasury repoPart II The treatment of repo
11. Risk
12. Accounting, Tax and Capital
13. Legal
14. Netting
15. Equity repoPart III The government bond futures contract, the cheapest-to-deliver, basis trading and the implied repo rate
16. The Bond Basis I
17. The Bond Basis II
18. The Bond Basis III
Product details
- No. of pages: 576
- Language: English
- Copyright: © Butterworth-Heinemann 2010
- Published: August 24, 2000
- Imprint: Butterworth-Heinemann
- Paperback ISBN: 9780080974682
About the Author
Moorad Choudhry
