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E-book
The Money Markets Handbook: A Practitioner's GuideISBN: 978-1-118-17887-4
E-book
640 pages
December 2011
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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.
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