An Introduction to Repo Markets, Third Edition

INDEX

30/360 day-count convention

abbreviations’ list

ABN Amro Securities Ltd

ABNs see asset-backed loan notes

ABSs see asset-backed securities

accounting issues

accrued interest

concepts

day-count conventions

act/360 day-count convention

act/365 day-count convention

act/act day-count convention

administration

ALM see asset-liability management

annexes, GMRA

arbitrage

asset-backed loan notes (ABNs)

asset-backed securities (ABSs)

asset-liability management (ALM)

auctions

announcements

government bonds

Australia

automatic early termination, GMRA

back-office activities, banks

Bank of England (BoE)

Bank for International Settlements (BIS)

Bank of New York

banker’s acceptances

see also money markets

banking book transactions

banks

back-office activities

banking book transactions

Basel rules

BoE

capital adequacy regulations

CDs

central banks

repo benefits

repo desk

trading approaches

trading book transactions

types

UK gilt repos

Barclays Capital

Barings bank

Basel rules, concepts

basis (cash-and-carry) trading

basis risk

basket repos

concepts

illustrations

Malaysian Government securities

mechanics

structured finance securities

BBA see British Bankers Association

BBAM screen, Bloomberg

bid-offer price spreads

bills of exchange

see also money markets

BIS see Bank for International Settlements

Bloomberg

BMA see The Bond Markets Association

BMA/ICMA GMRA standard legal agreement

see also Global Master Repurchase Agreement

BoE see Bank of England

Bond Markets Association see The Bond Markets ...