Buch, Englisch, 368 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 688 g
Reihe: Frank J. Fabozzi Series
Securities Lending and Repurchase Agreements
Buch, Englisch, 368 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 688 g
Reihe: Frank J. Fabozzi Series
ISBN: 978-0-471-67891-5
Verlag: WILEY
In Securities Finance, editors Frank Fabozzi and Steven Mann assemble a group of prominent practitioners in the securities finance industry to provide you with an enhanced understanding of the various arrangements in the securities finance market.
Divided into three comprehensive parts-Securities Lending, Bond Financing via the Repo Market, and Equity Financing Alternatives to Securities Lending-this book covers a wide range of securities finance issues, including:
* Alternative routes to the securities lending market, including auctions
* Tax, legal, regulatory, and accounting for securities lending transactions
* Evaluating risks in securities lending transactions
* U.S. and European repo markets
* Dollar rolls and their impact on MBS valuation and strategies
* Derivatives for financing equity positions and equity repos
Filled with in-depth insight and expert advice, Securities Finance contains the information you need to succeed in this rapidly expanding market.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Preface.
About the Editors.
Contributing Authors.
PART ONE: Securities Lending.
Chapter 1: An Introduction to Securities Lending (Mark C. Faulkner).
Chapter 2: Securities Lending, Liquidity, and Capital Market-Based Finance (State Street).
Chapter 3: Finding a Route to Market: An Institutional Guide to the Securities Lending Labyrinth (Mark C. Faulkner).
Chapter 4: Evaluating Lending Options (Anthony A. Nazzaro).
Chapter 5: The Auction Process and Its Role in the Securities Lending Markets (Daniel E. Kiefer and Judith G. Mabry).
Chapter 6: The Fundamentals of Fixed Income Securities (Frank J. Fabozzi).
Chapter 7: Managing Liquidity Risks in Cash-Based Lending Programs (Ed Blount and Aaron J. Gerdeman).
Chapter 8: Quantifying Risks in Securities Lending Transactions (Mark C. Faulkner).
Chapter 9: Risk, Return, and Performance Measurement in Securities Lending (Peter Economou).
Chapter 10: Developing Effective Guidelines for Managing Legal Risks--U.S. Guidelines (Charles E. Dropkin).
Chapter 11: Tax Issues Associated with Securities Lending (Richard J. Shapiro).
Chapter 12: Accounting Treatment of Loans of Securities (Susan C. Peters).
PART TWO: Bond Financing via the Repo Market.
Chapter 13: Repurchase and Reverse Repurchase Agreements (Frank J. Fabozzi and Steven V. Mann).
Chapter 14: The European Repo Market (Richard Comotto).
Chapter 15: Overview of U.S. Agency Mortgage-Backed Securities (Frank J. Fabozzi).
Chapter 16: Dollar Rolls (Frank J. Fabozzi and Steven V. Mann).
Chapter 17: Evaluating the Interaction of Dollar Rolls and MBS Investments (Anand K. Bhattacharya, Paul Jacob, and William S. Berliner).
PART THREE: Equity Financing Alternatives to Securities Lending.
Chapter 18: Equity Financing Alternatives to Securites Lending (Frank J. Fabozzi and Steven V. Mann).
INDEX.