'Repo market' presentation slideshows

Repurchase Agreements

Repurchase Agreements. Rami Aboul Naga. Index. Repurchase Agreements Definition Advantages of Repos Uses of Repos Investment of Cash Balances Incremental income Taking positions Financing positions Major Participants and Central Bank role Features of Repurchase Agreement Maturity

943 views • 41 slides

Chapter 15

Chapter 15. Credit Derivatives. BIS Capital Requirements for Credit Derivatives. Interest rate derivatives total $65 trillion FX derivatives exceed $16 trillion Equity derivatives $2 trillion As of 6/01: credit derivatives = $1 trillion.

439 views • 26 slides

Chapter 5

Chapter 5. Multiple Deposit Creation and the Money Supply Process. Players in the Money Supply Process. Central Bank Banks ( most important: depository banks ; also other financial intermediaries) Depositors (households, firms) Borrowers from banks (households, firms, governments)

873 views • 25 slides

Post-Big Bang Reforms: The Japanese Government Bond Market

417 views • 23 slides

Securitized Banking and the Run on Repo

Securitized Banking and the Run on Repo. Written by: Gary Gorton and Andrew Metrick Presented by: Di Zhou. Background. The financial system has changed dramatically since the establishment of banking insurance in the US about 75 years ago.

522 views • 17 slides

Development of the Singapore Bond Market

Development of the Singapore Bond Market. Size of the combined Asian economies has overtaken US, and is projected to exceed Europe in 2011. Size of the combined Asian stock markets is comparable to the US and Europe.

268 views • 17 slides

Securitized Bank ing and The Run On Repo

Securitized Bank ing and The Run On Repo. Gary B. Gorton Andrew Metrick. Group Members : Aladeloye Oluwaseyi Afolarin Adisa Champa Gunawardhana Gianfrancesco Rinelli Jinliang Cao Kadri Ulukan Peterson Ozili Xin Zhu. INTRODUCTION.

360 views • 16 slides

Further Reforms of the JGB Market for the Promotion of Regional Bond Markets

231 views • 15 slides

Retail investor behaviour at times of financial crisis: Czech Republic September-October 2008

192 views • 9 slides

Retail investor behaviour at times of financial crisis: Czech Republic September-October 2008

206 views • 9 slides

Economics 434 Theory of Financial Markets

Economics 434 Theory of Financial Markets. Professor Edwin T Burton Economics Department The University of Virginia. The Money Markets. Treasury bills Commercial paper Includes ABCP Not more than 270 days to maturity in order to avoid SEC filing Repo market. The Repo Market.

215 views • 7 slides