Collateral management : a guide to mitigating counterparty risk /: a guide to mitigating counterparty risk. (2018)

• Record Type: Book
• Further Information: Note: Michael Simmons.
• Authors: Simmons, Michael, 1951-
• Contents: 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 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 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 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) 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) CHAPTER 8 Sale & Repurchase (Repo) Trades and Collateral -- The Global Master Repurchase Agreement
• Publisher Details: Chichester, West Sussex, United Kingdom : John Wiley & Sons
• Publication Date: 2018
• Copyright Date: 2019
• Extent: 1 online resource
• Subjects: 332.64/5; Collateralized debt obligations; Credit derivatives; Security (Law); Collateralized debt obligations; Credit derivatives; Security (Law); BUSINESS & ECONOMICS / Finance; Electronic books; Electronic books
• Languages: English
• ISBNs: 1119377102; 9781119377122; 1119377129; 9781119377177; 9781119377108
• Related ISBNs: 111937717X; 9780470973509
• Notes: Note: Includes bibliographical references and index.; Note: Description based on online resource; title from digital title page (viewed on March 11, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.