An introduction to repo markets - Choudhry, Moorad; Franks, Daniel; Safari eBooks (Chichester, UK : Wiley, 2006)
Introduction to repo -- Market background --The mechanics of repo -- Basket repo, synthetic repo and structured finance repo -- The UK gilt repo market -- Overview of repo trading and the futures contract implied repo rate -- Repo and the yield curve -- The global master repurchase agreement -- Accounting, tax and regulatory capital issues in repo.
Description based on print version record.
"Securities & Investment Institute"--Cover.
Includes bibliographical references and index.
Keywords: Repurchase agreements; Electronic books