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An introduction to repo markets [electronic resource] / Moorad Choudhry ; with a contribution from Daniel Franks.

By: Contributor(s): 2006Edition: 3rd edDescription: 1 online resource (xx, 201 p.) : illISBN:
  • 0470017562 (pbk.)
  • 9780470017562 (pbk.)
Subject(s): Genre/Form: Additional physical formats: Print version:: introduction to repo markets.Online resources:
Contents:
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.
Item type: eBooks
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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.

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