An introduction to repo markets [electronic resource] / Moorad Choudhry ; with a contribution from Daniel Franks.
2006Edition: 3rd edDescription: 1 online resource (xx, 201 p.) : illISBN:- 0470017562 (pbk.)
- 9780470017562 (pbk.)

Description based on print version record.
"Securities & Investment Institute"--Cover.
Includes bibliographical references and index.
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.