
Securities Finance Securities Lending and Repurchase Agreements
by Fabozzi, Frank J.; Mann, Steven V.Buy New
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Summary
Author Biography
STEVEN V. MANN, PhD, is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored four previous books and numerous articles in the area of investments, primarily fixed-income securities and derivatives. Mann also works as a consultant to investment/commercial banks and has conducted training programs for financial institutions throughout the United States.
Table of Contents
Preface | p. ix |
About the Editors | p. xiii |
Contributing Authors | p. xv |
Securities Lending | p. 1 |
An Introduction to Securities Lending | p. 3 |
Securities Lending, Liquidity, and Capital Market-Based Finance | p. 39 |
Finding a Route to Market: An Institutional Guide to the Securities Lending Labyrinth | p. 57 |
Evaluating Lending Options | p. 79 |
The Auction Process and Its Role in the Securities Lending Markets | p. 87 |
The Fundamentals of Fixed Income Securities | p. 107 |
Managing Liquidity Risks in Cash-Based Lending Programs | p. 127 |
Quantifying Risks in Securities Lending Transactions | p. 141 |
Risk, Return, and Performance Measurement in Securities Lending | p. 151 |
Developing Effective Guidelines for Managing Legal Risks-U.S. Guidelines | p. 167 |
Tax Issues Associated with Securities Lending | p. 179 |
Accounting Treatment of Loans of Securities | p. 205 |
Bond Financing via the Repo Market | p. 219 |
Repurchase and Reverse Repurchase Agreements | p. 221 |
The European Repo Market | p. 241 |
Overview of U.S. Agency Mortgage-Backed Securities | p. 255 |
Dollar Rolls | p. 283 |
Evaluating the Interaction of Dollar Rolls and MBS Investments | p. 299 |
Equity Financing Alternatives to Securities Lending | p. 315 |
Equity Financing Alternatives to Securities Lending | p. 317 |
Index | p. 333 |
Table of Contents provided by Ingram. All Rights Reserved. |
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