Securities finance: securities lending and repurchase agreements
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
2005
|
| Series: | Frank J. Fabozzi series
|
| Subjects: | |
| Online Access: | Contributor biographical information Publisher description Table of contents Inhaltsverzeichnis |
| Physical Description: | XV, 351 S. Ill., graph. Darst. 24 cm |
| ISBN: | 0471678910 9780471678915 |
Staff View
MARC
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| 245 | 1 | 0 | |a Securities finance |b securities lending and repurchase agreements |c Frank J. Fabozzi ... eds. |
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Record in the Search Index
| _version_ | 1804135344684138496 |
|---|---|
| adam_text | Preface jx
About the Editors xiii
Contributing Authors xv
PART ONE
Securities Lending 1
CHAPTER 1
An Introduction to Securities Lending 3
Mark C. Faulkner
CHAPTER 2
Securities Lending, Liquidity, and Capital Market Based Finance 39
State Street
CHAPTER 3
Finding a Route to Market: An Institutional Guide to the
Securities Lending Labyrinth 57
Mark C. Faulkner
CHAPTER 4
Evaluating Lending Options 79
Anthony A. Nazzaro
CHAPTER 5
The Auction Process and Its Role in the Securities Lending Markets 87
Daniel E. Kiefer and Judith G. Mabry
CHAPTER 6
The Fundamentals of Fixed Income Securities 107
Frank J. Fabozzi
v
Vi Contents
CHAPTER 7
Managing Liquidity Risks in Cash Based Lending Programs 127
Ed Blount and Aaron J. Gerdeman
CHAPTER 8
Quantifying Risks in Securities Lending Transactions 141
Mark C. Faulkner
CHAPTER 9
Risk, Return, and Performance Measurement in Securities Lending 151
Peter Economou
CHAPTER 10
Developing Effective Guidelines for Managing Legal Risks—U.S. Guidelines 167
Charles E. Dropkin
CHAPTER 11
Tax Issues Associated with Securities Lending 179
Richard J. Shapiro
CHAPTER 12
Accounting Treatment of Loans of Securities 205
Susan C. Peters
PART TWO
Bond Financing via the Repo Market 219
CHAPTER 13
Repurchase and Reverse Repurchase Agreements 221
Frank J. Fabozzi and Steven V. Mann
CHAPTER 14
The European Repo Market 241
Richard Comotto
CHAPTER 15
Overview of U.S. Agency Mortgage Backed Securities 255
Frank J. Fabozzi
Contents VU
CHAPTER 16
Dollar Rolls 283
Frank J. Fabozzi and Steven V. Mann
CHAPTER 17
Evaluating the Interaction of Dollar Rolls and MBS Investments 299
Anand K. Bhattacharya, Paul Jacob, and William S. Berliner
PART THREE
Equity Financing Alternatives to Securities Lending 315
CHAPTER 18
Equity Financing Alternatives to Securites Lending 317
Frank J. Fabozzi and Steven V. Mann
INDEX 333
|
| adam_txt |
Preface jx
About the Editors xiii
Contributing Authors xv
PART ONE
Securities Lending 1
CHAPTER 1
An Introduction to Securities Lending 3
Mark C. Faulkner
CHAPTER 2
Securities Lending, Liquidity, and Capital Market Based Finance 39
State Street
CHAPTER 3
Finding a Route to Market: An Institutional Guide to the
Securities Lending Labyrinth 57
Mark C. Faulkner
CHAPTER 4
Evaluating Lending Options 79
Anthony A. Nazzaro
CHAPTER 5
The Auction Process and Its Role in the Securities Lending Markets 87
Daniel E. Kiefer and Judith G. Mabry
CHAPTER 6
The Fundamentals of Fixed Income Securities 107
Frank J. Fabozzi
v
Vi Contents
CHAPTER 7
Managing Liquidity Risks in Cash Based Lending Programs 127
Ed Blount and Aaron J. Gerdeman
CHAPTER 8
Quantifying Risks in Securities Lending Transactions 141
Mark C. Faulkner
CHAPTER 9
Risk, Return, and Performance Measurement in Securities Lending 151
Peter Economou
CHAPTER 10
Developing Effective Guidelines for Managing Legal Risks—U.S. Guidelines 167
Charles E. Dropkin
CHAPTER 11
Tax Issues Associated with Securities Lending 179
Richard J. Shapiro
CHAPTER 12
Accounting Treatment of Loans of Securities 205
Susan C. Peters
PART TWO
Bond Financing via the Repo Market 219
CHAPTER 13
Repurchase and Reverse Repurchase Agreements 221
Frank J. Fabozzi and Steven V. Mann
CHAPTER 14
The European Repo Market 241
Richard Comotto
CHAPTER 15
Overview of U.S. Agency Mortgage Backed Securities 255
Frank J. Fabozzi
Contents VU
CHAPTER 16
Dollar Rolls 283
Frank J. Fabozzi and Steven V. Mann
CHAPTER 17
Evaluating the Interaction of Dollar Rolls and MBS Investments 299
Anand K. Bhattacharya, Paul Jacob, and William S. Berliner
PART THREE
Equity Financing Alternatives to Securities Lending 315
CHAPTER 18
Equity Financing Alternatives to Securites Lending 317
Frank J. Fabozzi and Steven V. Mann
INDEX 333 |
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| index_date | 2024-07-02T14:39:58Z |
| indexdate | 2024-07-09T20:39:01Z |
| institution | BVB |
| isbn | 0471678910 9780471678915 |
| language | English |
| lccn | 2005282358 |
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| physical | XV, 351 S. Ill., graph. Darst. 24 cm |
| publishDate | 2005 |
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| publisher | Wiley |
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| series2 | Frank J. Fabozzi series |
| spelling | Securities finance securities lending and repurchase agreements Frank J. Fabozzi ... eds. Hoboken, N.J. Wiley 2005 XV, 351 S. Ill., graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Frank J. Fabozzi series Securities lending Repurchase agreements Securities Finanzierung (DE-588)4017182-6 gnd rswk-swf Wertpapierkauf (DE-588)4408955-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wertpapierkauf (DE-588)4408955-7 s Finanzierung (DE-588)4017182-6 s DE-604 Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth http://www.loc.gov/catdir/enhancements/fy0627/2005282358-b.html Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0627/2005282358-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy0627/2005282358-t.html Table of contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014791494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Securities finance securities lending and repurchase agreements Securities lending Repurchase agreements Securities Finanzierung (DE-588)4017182-6 gnd Wertpapierkauf (DE-588)4408955-7 gnd |
| subject_GND | (DE-588)4017182-6 (DE-588)4408955-7 (DE-588)4143413-4 |
| title | Securities finance securities lending and repurchase agreements |
| title_auth | Securities finance securities lending and repurchase agreements |
| title_exact_search | Securities finance securities lending and repurchase agreements |
| title_exact_search_txtP | Securities finance securities lending and repurchase agreements |
| title_full | Securities finance securities lending and repurchase agreements Frank J. Fabozzi ... eds. |
| title_fullStr | Securities finance securities lending and repurchase agreements Frank J. Fabozzi ... eds. |
| title_full_unstemmed | Securities finance securities lending and repurchase agreements Frank J. Fabozzi ... eds. |
| title_short | Securities finance |
| title_sort | securities finance securities lending and repurchase agreements |
| title_sub | securities lending and repurchase agreements |
| topic | Securities lending Repurchase agreements Securities Finanzierung (DE-588)4017182-6 gnd Wertpapierkauf (DE-588)4408955-7 gnd |
| topic_facet | Securities lending Repurchase agreements Securities Finanzierung Wertpapierkauf Aufsatzsammlung |
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