O'Reilly logo

An Introduction to Repo Markets, Third Edition by Moorad Choudhry

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

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 ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required