An Introduction to Repo Markets

by Moorad Choudhry

2021-01-09 22:07:55

The Repo markets have grown dramatically in the past few years because of the need to hedge short positions in the capital and derivatives markets. Virtually all major currency markets in the world now have an established repo market, the facility is... Read more
The Repo markets have grown dramatically in the past few years because of the need to hedge short positions in the capital and derivatives markets. Virtually all major currency markets in the world now have an established repo market, the facility is also increasingly being used in developing currency markets as well.

This book is a practical introduction that focuses on the instruments, applications and risk management techniques essential for this rapidly evolving market. Fully updated to reflect the changes in these markets, the book also includes worked examples and case studies, and new sections on basket and structured finance repo.

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Book Details

File size9.07 X 6.04 X 0.65 in
Print pages226
PublisherWiley
Publication date June 16, 2006
LanguageEnglish
ISBN9780470017562
Moorad Choudhry is Treasurer, Corporate Banking Division at The Royal Bank of Scotland.He is Visiting Professor at the Department of Mathematical Sciences, Brunel University; VisitingProfessor at the ...

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