Securities lending and repurchase agreements / edited by Frank J. Fabozzi

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Subjects: Stock exchanges--United States
Stock exchanges--Law and legislation
Loans--Law and legislation
Formats: Print
Material Type: Books
Language: English
Audience: Unspecified
Published: New Hope, Penn. : Frank J. Fabozzi Associates, c1997
LC Classification: H, HG
Physical Description: viii, 266 p. ; 24 cm
Table of Contents: Preface
Contributing Authors
Index of Advertisers
1. The Evolution of Securities Lending / Kevin Burke, George Martello 1
2. The U.S. Dollar Repo Market / Kenneth A. Miller 13
3. The Nondollar Repo Market / Peter B. D'Amario 29
4. Finding A Route to Market: An Institutional Guide to the Securities Lending Labyrinth / Mark C. Faulkner, Charles L. Stopford Sackville 41
5. Evaluating Lending Options / Anthony A. Nazzaro 67
6. Managing Internal Lending Programs / G. William Caan, Jr. 75
7. Performance Measurement For Securities Lending / Mathew R. Jensen, Robert W. Scheetz 87
8. Developing Effective Guidelines for Managing Legal Risks - U.S. Guidelines / Charles E. Dropkin 99
9. International Legal and Regulatory Concerns / Nancy Jacklin, David Felsenthal 111
10. The Fundamentals of Fixed Income Securities / Frank J. Fabozzi 119
11. Overview of Mortgage-Backed and Asset-Backed Securities / Frank J. Fabozzi 141
12. Collateralized Borrowing via Dollar Rolls / Steven J. Carlson, John F. Tierney 175
13. Understanding Cash Collateral Reinvestment Risks / Frank J. Fabozzi, Eliot Jacobowitz 189
14. Tax Issues Associated with Securities Lending / Richard J. Shapiro 201
15. The Accounting Treatment of Securities Lending Transactions / Susan C. Peters 231
16. The Role of Carry in the Equity Markets / Robert S. Sloan 247
Index 251
Additional Authors: Fabozzi, Frank J
Notes: ISBN: 1883249163
Includes bibliographical references and index
OCLC Number: 36477926
ISBN/ISSN: 1883249163