Moorad Choudhry

Repo, from sale and repurchase agreement, is one for the oldest and widely used instruments in global capital markets. It 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.This book is a comprehensive, ...

Useful for those with little or no previous understanding of the concepts of risk management and Value-at-Risk, this book includes applications of VaR, instrument structures, stress testing, VaR for corporates, credit risk and legal/regulatory issues. It also contains case studies, worked examples, the various developments and approaches.

The Repo Handbook, 2nd edition presents an overview of repo vehicles and markets with sufficient

The third edition of "Capital Market Instruments: Analysis and Valuation" is a fully revised and...