T2W Trading Community

Description

In The Money Markets Handbook Moorad Choudhry provides, in one comprehensive volume, the description, trading, analysis and calculations of the major markets around the world, providing worked examples and exercises throughout to provide a landmark publication on this important topic. Unique features, including a list of conventions and trading rules in virtually every market in the world, means that this book is relevant to virtually every money market in the world.

- Includes an in depth treatment of repo markets, asset and liability management, banking regulatory requirements and other topics that would usually be found only in separate books
- Written with clarity in mind, this book is vital reading for anyone with an interest in the global money markets
- Features coverage of derivative money market products including futures and swaps, and the latest developments not covered in current texts

Chapter Headings

1. Money market instruments (the cash market, commercial
paper, synthetic CP conduits)

2. Yield measures

3. Applications

4. The foreign exchange market

5. Floating-rate notes

6. Repo instruments (instruments and applications, market
conventions)

7. Money market derivatives (FRAs, futures, swaps inc OIS
swaps)

8. Asset-Liability management

9. Banking reg capital and basel II (capital adequacy,
basel II)

10. Selected country markets

11. Asset and liability management