The Repo Handbook

The Repo Handbook
Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Total Pages: 577
Release: 2010-04-06
Genre: Business & Economics
ISBN: 0080941559

The Repo Handbook, 2nd 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

The Repo Handbook, 2nd Edition

The Repo Handbook, 2nd Edition
Author: Moorad Choudhry
Publisher:
Total Pages: 576
Release: 2010
Genre:
ISBN:

The Repo Handbook, 2 nd 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.

The REPO Handbook

The REPO Handbook
Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
Total Pages: 524
Release: 2002
Genre: Business & Economics
ISBN: 9780750651622

The book features an introduction to the structure and mechanics of repo, institutional practices and real-world examples. In addition the content includes necessary supplementary material such as bank asset and liability management, trading techniques, and a range of other applications of value in the global money markets. Repo markets play a pivotal role in the world's economy. The Repo Handbook is the definitive, comprehensive guide to this most important element of the global debt capital markets. It describes the use, motivations and mechanics of the repo instrument, and features invaluab.

A Practical Guide to Using Repo Master Agreements

A Practical Guide to Using Repo Master Agreements
Author: Paul C Harding
Publisher: Harriman House Limited
Total Pages: 376
Release: 2017-02-27
Genre: Business & Economics
ISBN: 0857195867

Fully revised and updated third edition A Practical Guide to Using Repo Master Agreements is the essential book for all who need to know about the international repo market and its products, the important legal, credit and regulatory issues in this space, and most of all need to understand the contents of repo master agreements so that they can negotiate them safely and confidently. The book is written by two of the world’s leading commentators on the subject, Paul C Harding and Christian A Johnson and its coverage is comprehensive. This new third edition principally offers readers a detailed guide to the most widely used European and US repo master agreements through a clause-by-clause text and commentary on each master agreement. This commentary is written in clear English for a good, swift understanding of the implications of each provision. The full texts of each repo master agreement are reproduced in the appendices with the kind permission of the trade associations concerned. Triparty repo is an important part of the US repo market and clause-by-clause commentary and a full text of the Bank of New York Mellon Tri-party Custodial Repo Agreement (2016) is also provided. This third edition has been updated to include: -- The new, updated Bank of New York Mellon Tri-party Custodial Repo Agreement (2016). -- A summary of recent developments in the European and US repo markets since 2012. -- Fresh examples of clauses parties seek to negotiate in these agreements. -- A comprehensive and easy-to-navigate table of contents to find items of greatest interest quickly. This book is principally aimed at lawyers and paralegals who negotiate ICMA and SIFMA repo master agreements. Other professionals in the European and US securities markets will also find this book useful. These could include traders, credit officers and regulators as well as academics specialising in financial securities. Such professionals may work for commercial or investment banks, law firms, treasury units, central banks, pension funds and fund managers. Such is the broad potential appeal of this must-have book which caters for the novice and seasoned negotiator alike.

Global Repo Markets

Global Repo Markets
Author: Moorad Choudhry
Publisher: John Wiley & Sons
Total Pages: 444
Release: 2011-12-07
Genre: Business & Economics
ISBN: 1118178963

Repo, from sale and repurchase agreement, is one for the oldest and widely used instruments in global capital markets. It 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. This book is a comprehensive, detailed and authoritative description of the repo instrument. Written by a former repo trader, it 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.

Pro Git

Pro Git
Author: Scott Chacon
Publisher: Apress
Total Pages: 441
Release: 2014-11-18
Genre: Computers
ISBN: 1484200764

Pro Git (Second Edition) is your fully-updated guide to Git and its usage in the modern world. Git has come a long way since it was first developed by Linus Torvalds for Linux kernel development. It has taken the open source world by storm since its inception in 2005, and this book teaches you how to use it like a pro. Effective and well-implemented version control is a necessity for successful web projects, whether large or small. With this book you’ll learn how to master the world of distributed version workflow, use the distributed features of Git to the full, and extend Git to meet your every need. Written by Git pros Scott Chacon and Ben Straub, Pro Git (Second Edition) builds on the hugely successful first edition, and is now fully updated for Git version 2.0, as well as including an indispensable chapter on GitHub. It’s the best book for all your Git needs.

Mastering Repo Markets

Mastering Repo Markets
Author: Bob Steiner
Publisher: FT Press
Total Pages: 0
Release: 1996
Genre: Capital market
ISBN: 9780273625896

The most up-to-date practical primer in the professional markets.

Repo Madness

Repo Madness
Author: W. Bruce Cameron
Publisher: Forge Books
Total Pages: 368
Release: 2016-08-23
Genre: Fiction
ISBN: 1466855916

From W. Bruce Cameron, the author of the New York Times and USA Today bestselling novel A Dog's Purpose, which is now a major motion picture! Ruddy McCann is back in Repo Madness--the laugh-out-loud, thrilling adventure from bestselling author W. Bruce Cameron! Ruddy McCann, former college football star, now Kalkaska, Michigan repo man, is finally getting his life back on track. He has a beautiful fiancé, Katie Lottner, a somewhat stable job stealing cars, and a lazy, lovable basset hound. With his job suddenly in jeopardy, his fiancé wanting a break, and a new court-ordered psychiatrist insisting he take his medication or violate the terms of his probation, Ruddy finds himself missing the one thing he thought he would be happy to be rid of--the voice of Alan Lottner, dead realtor and Ruddy's future father-in-law. When a woman tells Ruddy that the tragedy that defines his life may, in fact, be a lie, Ruddy starts to investigate the disappearances of women in the area and soon discovers that his own redemption may be within reach. Alan's voice returns, and Ruddy and Alan work together to bring down a corrupt banker, win back Katie's love, and stop a serial killer before he can strike again. A Dog's Purpose Series #1 A Dog’s Purpose #2 A Dog’s Journey #3 A Dog's Promise (forthcoming) Books for Young Readers Ellie's Story: A Dog’s Purpose Puppy Tale Bailey’s Story: A Dog’s Purpose Puppy Tale Molly's Story: A Dog's Purpose Puppy Tale Max's Story: A Dog’s Purpose Puppy Tale Toby's Story: A Dog's Purpose Puppy Tale (forthcoming) Shelby's Story: A Dog's Way Home Novel The Rudy McCann Series The Midnight Plan of the Repo Man Repo Madness Other Novels A Dog's Way Home The Dog Master The Dogs of Christmas Emory’s Gift At the Publisher's request, this title is being sold without Digital Rights Management Software (DRM) applied.

Fixed Income Securities

Fixed Income Securities
Author: Bruce Tuckman
Publisher: John Wiley & Sons
Total Pages: 640
Release: 2011-10-13
Genre: Business & Economics
ISBN: 111813396X

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.

Refactoring

Refactoring
Author: Martin Fowler
Publisher: Addison-Wesley Professional
Total Pages: 461
Release: 1999
Genre: Computers
ISBN: 0201485672

Refactoring is gaining momentum amongst the object oriented programming community. It can transform the internal dynamics of applications and has the capacity to transform bad code into good code. This book offers an introduction to refactoring.