The Repo Handbook, Second Edition (Securities Institute Global Capital Markets)

0 avg rating
( 0 ratings by Goodreads )
 
9780080974682: The Repo Handbook, Second Edition (Securities Institute Global Capital Markets)

The Repo Handbook, Second Edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50% of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature new sections and 4 have been substantially rewritten. The UK gilt and US Treasury repo markets are explored through worked examples, and there are new sections on funding arbitrage trades, risk exposures, and regulatory capital. It also places repo in context within bank asset-liability management and trading techniques, illustrating repo use across a wide range of applications in the global money markets. Rarely mentioned in the financial press because of the simple, straightforward nature of the instrument, repo was often the only funding source available to banks during the last quarter of 2008 and the first in 2009. This book, written by a trader, will draw new attention to this valuable and efficient funding and investment product.

  • Describes repo instruments, which appeal to market participants because of their simplicity and malleability
  • Explains the institutional treatment of repos, especially in terms of risk, accounting, tax and legal issues, and equity repo
  • Details the government bond basis, implied repo rate, and basis trading

"synopsis" may belong to another edition of this title.

From the Publisher:

What is a REPO? A REPO is essentially a secured loan, where collateral is sold with a price and date fixed for its re-purchase. Although in classic REPO full legal title to the collateral is transferred to the buyer, economic benefit of the collateral is retained by the seller. Thus REPO trades as a money market instrument. Repurchase agreements originated in arrangements between the US Federal Reserve Bank and the Money Market, but are now around the world. REPOs range in maturity from overnight to one year or even longer, and are an essential part of the debt capital markets. The UK government allowed gilts to be traded on the REPO market in 1996.

About the Author:

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Moorad Choudhry
Published by ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2010)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2010. Paperback. Book Condition: New. 2nd edition. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. The Repo Handbook, Second Edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50 of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature new sections and 4 have been substantially rewritten. The UK gilt and US Treasury repo markets are explored through worked examples, and there are new sections on funding arbitrage trades, risk exposures, and regulatory capital. It also places repo in context within bank asset-liability management and trading techniques, illustrating repo use across a wide range of applications in the global money markets. Rarely mentioned in the financial press because of the simple, straightforward nature of the instrument, repo was often the only funding source available to banks during the last quarter of 2008 and the first in 2009. This book, written by a trader, will draw new attention to this valuable and efficient funding and investment product. Bookseller Inventory # EOD9780080974682

More Information About This Seller | Ask Bookseller a Question

Buy New
67.74
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Moorad Choudhry
Published by ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2010)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2010. Paperback. Book Condition: New. 2nd edition. Language: English . Brand New Book ***** Print on Demand *****.The Repo Handbook, Second Edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50 of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature new sections and 4 have been substantially rewritten. The UK gilt and US Treasury repo markets are explored through worked examples, and there are new sections on funding arbitrage trades, risk exposures, and regulatory capital. It also places repo in context within bank asset-liability management and trading techniques, illustrating repo use across a wide range of applications in the global money markets. Rarely mentioned in the financial press because of the simple, straightforward nature of the instrument, repo was often the only funding source available to banks during the last quarter of 2008 and the first in 2009. This book, written by a trader, will draw new attention to this valuable and efficient funding and investment product. Bookseller Inventory # AAV9780080974682

More Information About This Seller | Ask Bookseller a Question

Buy New
70.59
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

CHOUDHRY, MOORAD
Published by Butterworth-Heinemann (2000)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Butterworth-Heinemann, 2000. Paperback. Book Condition: NEW. 9780080974682 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE01193797

More Information About This Seller | Ask Bookseller a Question

Buy New
64
Convert Currency

Add to Basket

Shipping: 8
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Choudhry, Moorad
Published by Butterworth-Heinemann (2000)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Butterworth-Heinemann, 2000. PAP. Book Condition: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # LQ-9780080974682

More Information About This Seller | Ask Bookseller a Question

Buy New
65.44
Convert Currency

Add to Basket

Shipping: 9
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Choudhry, Moorad
Published by Butterworth-Heinemann (2016)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Butterworth-Heinemann, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780080974682_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
71.94
Convert Currency

Add to Basket

Shipping: 3.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Moorad Choudhry
Published by ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2010)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2010. Paperback. Book Condition: New. 2nd edition. Language: English . Brand New Book ***** Print on Demand *****. The Repo Handbook, Second Edition presents an overview of repo vehicles and markets with sufficient depth for those seeking detailed explanations. In three parts it demonstrates how these secured loans fit into global capital markets and why they account for up to 50 of daily settlement activity in non-US government bonds worldwide. This new edition replaces old examples and introduces new developments, such as structured finance repo and associated topics such as Basel II regulatory rules. In addition, 12 of 18 chapters feature new sections and 4 have been substantially rewritten. The UK gilt and US Treasury repo markets are explored through worked examples, and there are new sections on funding arbitrage trades, risk exposures, and regulatory capital. It also places repo in context within bank asset-liability management and trading techniques, illustrating repo use across a wide range of applications in the global money markets. Rarely mentioned in the financial press because of the simple, straightforward nature of the instrument, repo was often the only funding source available to banks during the last quarter of 2008 and the first in 2009. This book, written by a trader, will draw new attention to this valuable and efficient funding and investment product. Bookseller Inventory # AAV9780080974682

More Information About This Seller | Ask Bookseller a Question

Buy New
76.25
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Choudhry, Moorad
Published by Butterworth-Heinemann (2010)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: 10
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Butterworth-Heinemann, 2010. Paperback. Book Condition: New. Bookseller Inventory # INGM9780080974682

More Information About This Seller | Ask Bookseller a Question

Buy New
77.50
Convert Currency

Add to Basket

Shipping: 3.02
Within U.S.A.
Destination, Rates & Speeds

8.

Moorad Choudhry
Published by Butterworth-Heinemann (2000)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Butterworth-Heinemann, 2000. PAP. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IQ-9780080974682

More Information About This Seller | Ask Bookseller a Question

Buy New
82.77
Convert Currency

Add to Basket

Shipping: 3.02
Within U.S.A.
Destination, Rates & Speeds

9.

Moorad Choudhry
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Quantity Available: 1
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST0080974686. Bookseller Inventory # ST0080974686

More Information About This Seller | Ask Bookseller a Question

Buy New
91.93
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

10.

Choudhry, Moorad
Published by Butterworth-Heinemann (2017)
ISBN 10: 0080974686 ISBN 13: 9780080974682
New Paperback Quantity Available: > 20
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Butterworth-Heinemann, 2017. Paperback. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # 0080974686

More Information About This Seller | Ask Bookseller a Question

Buy New
98.82
Convert Currency

Add to Basket

Shipping: 1.51
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book