عنوان
پدید آورنده
موضوع
رده
HG6024.A3 S56 2018
HG6024
.
A3
S56
2018
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1119377102
(Number (ISBN
1119377129
(Number (ISBN
111937717X
(Number (ISBN
9781119377108
(Number (ISBN
9781119377122
(Number (ISBN
9781119377177
Erroneous ISBN
0470973501
Erroneous ISBN
9780470973509
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Collateral management :
General Material Designation
[Book]
Other Title Information
a guide to mitigating counterparty risk /
First Statement of Responsibility
Michael Simmons.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Chichester, West Sussex, United Kingdom :
Name of Publisher, Distributor, etc.
John Wiley & Sons,
Date of Publication, Distribution, etc.
2018.
Date of Publication, Distribution, etc.
©2019
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource
SERIES
Series Title
Wiley finance series
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Intro; Collateral Management; Contents; Foreword; Acknowledgements; About the Author; Introduction; PART 1 INTRODUCTORY ELEMENTS; CHAPTER 1 Fundamental Collateral Concepts; CHAPTER 2 The Nature and Characteristics of Collateral Types; 2.1 Cash Collateral: Overview; 2.1.1 Introduction; 2.1.2 Eligible Collateral; 2.1.3 Haircut; 2.1.4 Settlement; 2.2 Bond Collateral: Overview; 2.2.1 Introduction; 2.2.2 Types of Bond; 2.2.3 Bond Identifiers; 2.2.4 Bond Denominational Values; 2.2.5 Market Value of Bonds; 2.2.6 Bond Holding Locations; 2.2.7 Acceptable Bond Collateral
Text of Note
2.2.8 Haircut and Bond Collateral Value2.2.9 Settlement; 2.2.10 Bond Interest Payments; PART 2 SALE & REPURCHASE (REPO) TRADES AND COLLATERAL; CHAPTER 3 Sale & Repurchase (Repo) Trades and Collateral -- Introduction to Repo; 3.1 Introduction to Repo; 3.2 Participants in the Repo Marketplace; 3.2.1 Institutional Investors; 3.2.2 Supranational Organisations; 3.2.3 Central Banks; 3.2.4 Investment Banks; 3.2.5 Brokers; 3.2.6 Electronic Trading Platforms; CHAPTER 4 Sale & Repurchase (Repo) Trades and Collateral -- Classic Repo Trades; 4.1 Cash-Based Classic Repo Transactions
Text of Note
4.1.1 The Duration of a Classic Repo Transaction4.1.2 Classic Repo Legal Agreements; 4.1.3 Collateral in a Classic Repo; 4.1.4 Repo Rate Format and Repo Interest Calculation Method; 4.1.5 Over-Collateralisation: Haircut and Initial Margin; 4.1.6 Repo Trade Settlement Cycle; 4.1.7 Repo Trade Confirmation and Affirmation; 4.1.8 Repo Trade Settlement; 4.1.9 Portfolio Reconciliation; 4.1.10 Marking-to-Market; 4.1.11 Exposure Calculation; 4.1.12 Threshold and Minimum Transfer Amount; 4.1.13 Making & Receiving Margin Calls; 4.1.14 Settlement of Margin Calls; 4.1.15 Holding Collateral Received
Text of Note
4.1.16 Updating Books & Records4.1.17 Collateral Substitution; 4.1.18 Income Events; 4.1.19 Additional Aspects of Repo; CHAPTER 5 Sale & Repurchase (Repo) Trades and Collateral -- The Repo Trade Lifecycle; Introduction; 5.1 Pre-Trading; 5.2 Trade Execution; 5.3 Pre-Settlement; 5.4 Settlement of Opening Leg; 5.5 Throughout Lifetime of Trade; 5.6 Settlement of Closing Leg; CHAPTER 6 Sale & Repurchase (Repo) Trades and Collateral -- Stock-Based Classic Repo Trades; CHAPTER 7 Sale & Repurchase (Repo) Trades and Collateral -- Repo Trade Variations; 7.1 Buy/Sell Backs (Overview)
Text of Note
7.1.1 Trade Monetary Calculations7.1.2 Other Characteristics of Buy/Sell Backs; 7.2 Tri-Party Repo (Overview); 7.2.1 Tri-Party Trade Processing; 7.2.2 Advantages of Tri-Party Repo; 7.2.3 Tri-Party Agents; 7.2.4 Updating Books & Records; 7.3 Delivery by Value (Overview); 7.3.1 DBV Trade Execution; 7.3.2 Post-Execution Process; 7.3.3 Term DBVs; 7.3.4 Changes to Cash or Collateral; 7.4 Repo Central Clearing (Overview); 7.5 GC Pooling (Overview); 7.5.1 The GC Pooling Trading/Clearing/Settlement Process; 7.6 RepoClear (Overview)
Text of Note
CHAPTER 8 Sale & Repurchase (Repo) Trades and Collateral -- The Global Master Repurchase Agreement
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8
8
8
8
8
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Wiley
Stock Number
9781119377122
OTHER EDITION IN ANOTHER MEDIUM
Title
Collateral management.
International Standard Book Number
9780470973509
TOPICAL NAME USED AS SUBJECT
Collateralized debt obligations.
Credit derivatives.
Security (Law)
BUSINESS & ECONOMICS-- Finance.
Collateralized debt obligations.
Credit derivatives.
Security (Law)
(SUBJECT CATEGORY (Provisional
BUS-- 027000
DEWEY DECIMAL CLASSIFICATION
Number
332
.
64/5
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
Book number
S56
2018
PERSONAL NAME - PRIMARY RESPONSIBILITY
Simmons, Michael,1951-
ORIGINATING SOURCE
Date of Transaction
20200822113911.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
