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.
- ISBN10 6613409669
- ISBN13 9786613409669
- Publish Date 7 December 2011 (first published 18 June 2004)
- Publish Status Active
- Out of Print 28 August 2012
- Publish Country US
- Imprint John Wiley & Sons
- Format eBook
- Pages 640
- Language English