【图书简介】 Repo is a well-established financial instrument and a vital part of maintaining capital market liquidity and efficiency.Repo markets have experienced considerable growth in recent yeras，and repo is traded in both developed and emerging market economies.This book provides a comprehensive description，explanation and analysis of one of the most important instruments in the global money markets today.It includes： Trade illustrations，work examples and case studiesBoth bond repo and equity repoA detailed study of the futures-bond basis and the implied repo rateMarket conventions，settlement，legal and accounting issuesThe role of repo in banking asset-liability managementWritten by an experienced repo trader，this book is vital reading for anyone with an involvement in repo and the money markets.作者简介：Moorad Choudhry is Head of Treasury at KBC Financial Productsin London.He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited，and in structured finance services at JPMorgan Chase Bank.Dr.Choudhry is a Visiting Professor at the Department of Economics，London Metropolitan University，and a Fellow of the Securities Institute in the City of London.He is co-author with Professor Frank Fabozzi of The Global Money Markets.-读书网|DuShu.com
【本书目录】 Foreword Preface PART Ⅰ:THE REPO INSTRUMENT AND THE DEBT CAPITAL MARKETS Chapter 1.Intro to Repo Chapter 2.Market Background:The Bond Markets Chapter 3.Market Background:The Markets Chapter 4.The Repo Instrument Chapter 5.Uses and Economic Functions of Repo. Chapter 6.Repo and Structured Financial Products Chapter 7.An Introduction to Money Market Trading and Hedging Chapter 8.An Introduction to Banking Asset and Liability Management (ALM) Chapter 9.The United Kingdom Gilt Repo Market Chapter 10.Selected Country Repo Markets PART Ⅱ:INSTITUTIONAL TREATMENT OF REPO Chapter 11.Repo Dealing Risk Chapter 12.Accounting, Tax and Capital Issues Chapter 13.Legal and Documentation Issues Chapter 14.Repo Netting and Electronic Trading Chapter 15.Equity Repo PART Ⅲ:BASIC TRADING AND THE IMPLIED REPO RATE Chapter 16.Basic Trading and the Implied Repo Rate:Part Ⅰ Chapter 17.Basic Trading and the Implied Repo Rate:Part Ⅱ Chapter 18.An Introduction to the Fundamentals of Basic Trading Glossary Author Index Index
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