An introduction to securities lending / Mark C. Faulkner -- Securities lending, liquidity, and capital market-based finance / State Street -- Finding a route to market : an institutional guide to the securities lending labyrinth / Mark C. Faulkner -- Evaluating lending options / Anthony A. Nazzaro -- The auction process and its role in the securities lending markets / Daniel E. Kiefer and Judith G. Mabry -- The fundamentals of fixed income securities / Frank J. Fabozzi -- Managing liquidity risks in cash-based lending programs / Ed Blount and Aaron J. Gerdeman -- Quantifying risks in securities lending transactions / Mark C. Faulkner -- Risk, return, and performance measurement in securities lending / Peter Economou -- Developing effective guidelines for managing legal risks : U.S. guidelines / Charles E. Dropkin -- Tax issues associated with securities lending / Richard J. Shapiro -- Accounting treatment of loans of securities / Susan C. Peters -- Repurchase and reverse repurchase agreements / Frank J. Fabozzi and Steven V. Mann -- The European repo market / Richard Comotto -- Overview of U.S. agency mortgage-backed securities / Frank J. Fabozzi -- Dollar rolls / Frank J. Fabozzi and Steven V. Mann -- Evaluating the interaction of dollar rolls and MBS investments / Anand K. Bhattacharya, Paul Jacob, and William S. Berliner -- Equity financing alternatives to securities lending / Frank J. Fabozzi and Steven V. Mann.