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Due for publication on 1 Sep 2009 - can be pre-ordered
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- Product code: 167233
- ISBN: 0750681594,
ISBN13: 9780750681599,
512 pages, hardback
Published by Butterworth-Heinemann, 2009
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Description of The Repo Handbook |
The REPO Handbook provides:
- A complete guide to repo, including introductions to money markets and bonds
- Contains the author's personal anecdotes from trading: PRICELESS information
- Cover every aspect of repo, for all participants including legal, tax, accounting and back office.
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.
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Contents of The Repo Handbook |
Market background
Financial arithmetic
Introduction to REPO
Uses and economic functions
The mechanics of REPO
Trading REPO
REPO dealing risks
Legal considerations
PSA/ISMA agreement
Accounting, tax and capital issues
Settlement and clearing
REPO netting
Selected country market structures
Trading and hedging strategies
Electronic REPO trading
The implied REPO rate and basis trading
The UK gilt basis
REPO and the yield curve
REPO market structures
Equity REPO
Central banks and overseas markets
Emerging markets REPO.
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