The REPO handbook - Choudhry, Moorad (Butterworth-Heinemann, 2010)
Includes bibliographical references and index
The Repo Handbook, 2nd edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50% of daily settlement activity in non-US government bonds worldwide. This new edition replaces€old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules