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

Inside-front-cover......Page 2
Copyright......Page 3
Dedication......Page 4
Epigraph......Page 5
Foreword......Page 6
Preface......Page 8
Preface-to-the-First-Edition......Page 10
Acknowledgements......Page 12
About-the-Author......Page 13
Introduction-to-Repo......Page 14
Market Background:The Bond Markets I......Page 21
Market-Background-The-Bond-Markets-II......Page 66
Market-Background-The-Money-Markets......Page 94
The-Repo-Instrument......Page 123
The-Uses-and-Economic-Functions-of-Repo......Page 162
Trading-and-Hedging-I-Introduction......Page 184
Trading-and-Hedging-II-Asset-&-Liability-Management-(ALM)......Page 210
The-Gilt-Repo-and-US-Treasury-Repo-Market......Page 239
The-Institutional-Treatment-of-Repo......Page 262
Repo Dealing Risks......Page 263
Accounting,-Tax-and-Capital-Issues......Page 279
Legal-and-Documentation-Issues......Page 310
Repo-Netting-and-Electronic-Trading......Page 331
Equity-Repo......Page 342
Basis-Trading-and-the-Implied-Repo-Rate......Page 364
The-Government-Bond-Basis,-Basis-Trading-and-the-Implied-Repo-Rate-I......Page 365
The-Government-Bond-Basis,-Basis-Trading-and-the-Implied-Repo-Rate-II......Page 405
An-Introduction-to-Fundamentals-of-Basis-Trading......Page 416
The-BMAISMA-Global-Master-Repurchase-Agreement......Page 429
List-of-Annexes-to-the-GMRA-2000......Page 466
BuySell-Back-Annex......Page 467
Glossary......Page 471
Main-Index......Page 486