Repo 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. Global Repo Markets is a comprehensive, detailed, and authoritative description of the repo instrument. This book 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.
Global Repo Markets covers: