Publications

Global Repo Markets

Type
Link
Cost
Paid
Published
2004
Updated
2011
Full Name
Global Repo Markets: Instruments and Applications

Repo is a vital ingredient in the smooth and efficient running of the financial markets and is used by all market participants including central banks, commercial banks, fund managers, and corporates. Global Repo Markets is a comprehensive, detailed, and authoritative description of the repo instrument. This book covers applications and analysis of the various different instruments used in the repo markets. It also places the repo markets in the overall context of the money markets and banking asset-liability management.

Global Repo Markets covers:

  • Trade illustrations, work examples and case studies
  • Both bond repo and equity repo
  • A detailed study of the futures-bond basis and the implied repo rate
  • Market conventions, settlement, legal and accounting issues
  • The role of repo in banking asset-liability management