The Repo handbook - Choudhry, Moorad (Butterworth-Heinemann, 2002)
Series title from jacket
Includes bibliographical references and indexes
Front Cover; The Repo Handbook; Copyright Page; Contents; Foreword; Preface; Part I: Repo Instruments and the Debt Capital Markets; Chapter 1. Introduction to Repo; Chapter 2. Market Background: The Bond Markets I; Chapter 3. Market Background: The Bond Markets II; Chapter 4. Market Background: The Money Markets; Chapter 5. The Repo Instrument; Chapter 6. The Uses and Economic Functions of Repo; Chapter 7. Repo and Structured Financial Products; Chapter 8. Trading and Hedging I: Introduction; Chapter 9. Trading and Hedging II: Asset & Liability Management (ALM)
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 world'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 invaluab