Collateral Management

Inhaltsverzeichnis

Foreword xvii Acknowledgements xix About the Author xxi Introduction xxiii Part 1 Introductory Elements Chapter 1 Fundamental Collateral Concepts 3 Chapter 2 The Nature and Characteristics of Collateral Types 7 Part 2 Sale & Repurchase (Repo) Trades and Collateral Chapter 3 Sale & Repurchase (Repo) Trades and Collateral - Introduction to Repo 29 Chapter 4 Sale & Repurchase (Repo) Trades and Collateral - Classic Repo Trades 33 Chapter 5 Sale & Repurchase (Repo) Trades and Collateral - The Repo Trade Lifecycle 79 Introduction 79 Chapter 6 Sale & Repurchase (Repo) Trades and Collateral - Stock-Based Classic Repo Trades 101 Chapter 7 Sale & Repurchase (Repo) Trades and Collateral - Repo Trade Variations 103 Chapter 8 Sale & Repurchase (Repo) Trades and Collateral - The Global Master Repurchase Agreement 121 Part 3 Securities Lending & Borrowing and Collateral Chapter 9 Securities Lending & Borrowing and Collateral - Introduction to SL&B 161 Chapter 10 Securities Lending & Borrowing and Collateral - Principles of SL&B 167 Chapter 11 Securities Lending & Borrowing and Collateral - The SL&B Trade Lifecycle 211 Chapter 12 Securities Lending & Borrowing and Collateral - Accessing the SL&B Marketplace 237 Chapter 13 Securities Lending & Borrowing and Collateral - The Global Master Securities Lending Agreement 253 Part 4a OTC Derivatives and Collateral Chapter 14 OTC Derivatives and Collateral - Transaction Types - Introduction 295 Chapter 15 OTC Derivatives and Collateral - Transaction Types - Generic Structural Aspects 303 Chapter 16 OTC Derivatives and Collateral - Transaction Types - Interest Rate Swaps 311 Chapter 17 OTC Derivatives and Collateral - Transaction Types - Credit Default Swaps 319 Chapter 18 OTC Derivatives and Collateral - Transaction Types - Foreign Exchange Swaps 329 Chapter 19 OTC Derivatives and Collateral - Transaction Types - Cross-Currency Swaps 341 Chapter 20 OTC Derivatives and Collateral - Legal Protection - Introduction 349 Chapter 21 OTC Derivatives and Collateral - Legal Protection - Master Agreement and Schedule 351 Chapter 22 OTC Derivatives and Collateral - Legal Protection - Credit Support Annex 361 Chapter 23 OTC Derivatives and Collateral - Static Data 401 Chapter 24 The OTC Derivative Collateral Lifecycle 413 Chapter 25 OTC Derivatives and Collateral - The Collateral Lifecycle - Pre-Trading - Legal Documentation 415 Chapter 26 OTC Derivatives and Collateral - The Collateral Lifecycle - Pre-Trading - Static Data 419 Chapter 27 OTC Derivatives and Collateral - The Collateral Lifecycle - Trading - Trade Execution 421 Chapter 28 OTC Derivatives and Collateral - The Collateral Lifecycle - Post-Trading - Trade Capture 429 Chapter 29 OTC Derivatives and Collateral - The Collateral Lifecycle - Post-Trading - Trade Confi rmation/Affi rmation 435 Chapter 30 OTC Derivatives and Collateral - The Collateral Lifecycle - Post-Trading - Trade/Portfolio Netting 439 Chapter 31 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Portfolio Reconciliation 447 Chapter 32 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Marking-to-Market 457 Chapter 33 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Exposure Calculation 463 Chapter 34 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Receiving Margin Calls 475 Chapter 35 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Issuing Margin Calls 501 Chapter 36 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Holding Collateral 515 Chapter 37 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Introduction 531 Chapter 38 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Novation 533 Chapter 39 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Unwind 541 Chapter 40 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Offset 547 Chapter 41 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Credit Events 553 Chapter 42 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Collateral Substitution 559 Chapter 43 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Income & Corporate Action Events 567 Chapter 44 OTC Derivatives and Collateral - The Collateral Lifecycle - Trade Termination - Trade Termination 575 Part 4b OTC Derivatives and Collateral - Legal Documentation Chapter 45 OTC Derivatives and Collateral - Legal Documentation 579 Part 4c OTC Derivatives and Collateral - Regulatory Change and the Future Of Collateral Chapter 46 OTC Derivatives and Collateral - Regulatory Change and the Future of Collateral - Introduction 583 Chapter 47 OTC Derivatives and Collateral - Regulatory Change and the Future of Collateral - Centrally Cleared Trades 597 Chapter 48 OTC Derivatives and Collateral - Regulatory Change and the Future of Collateral - Non Centrally Cleared Trades 629 Glossary of Terms 657 Useful Websites 703 Further Reading 705 Index 707

Collateral Management

A Guide to Mitigating Counterparty Risk

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Details

Einband

Gebundene Ausgabe

Erscheinungsdatum

22.02.2019

Verlag

John Wiley & Sons

Seitenzahl

752

Maße (L/B/H)

25.4/18.2/5.3 cm

Beschreibung

Details

Einband

Gebundene Ausgabe

Erscheinungsdatum

22.02.2019

Verlag

John Wiley & Sons

Seitenzahl

752

Maße (L/B/H)

25.4/18.2/5.3 cm

Gewicht

1408 g

Auflage

1. Auflage

Reihe

Wiley Finance Editions

Sprache

Englisch

ISBN

978-0-470-97350-9

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  • Collateral Management
  • Foreword xvii Acknowledgements xix About the Author xxi Introduction xxiii Part 1 Introductory Elements Chapter 1 Fundamental Collateral Concepts 3 Chapter 2 The Nature and Characteristics of Collateral Types 7 Part 2 Sale & Repurchase (Repo) Trades and Collateral Chapter 3 Sale & Repurchase (Repo) Trades and Collateral - Introduction to Repo 29 Chapter 4 Sale & Repurchase (Repo) Trades and Collateral - Classic Repo Trades 33 Chapter 5 Sale & Repurchase (Repo) Trades and Collateral - The Repo Trade Lifecycle 79 Introduction 79 Chapter 6 Sale & Repurchase (Repo) Trades and Collateral - Stock-Based Classic Repo Trades 101 Chapter 7 Sale & Repurchase (Repo) Trades and Collateral - Repo Trade Variations 103 Chapter 8 Sale & Repurchase (Repo) Trades and Collateral - The Global Master Repurchase Agreement 121 Part 3 Securities Lending & Borrowing and Collateral Chapter 9 Securities Lending & Borrowing and Collateral - Introduction to SL&B 161 Chapter 10 Securities Lending & Borrowing and Collateral - Principles of SL&B 167 Chapter 11 Securities Lending & Borrowing and Collateral - The SL&B Trade Lifecycle 211 Chapter 12 Securities Lending & Borrowing and Collateral - Accessing the SL&B Marketplace 237 Chapter 13 Securities Lending & Borrowing and Collateral - The Global Master Securities Lending Agreement 253 Part 4a OTC Derivatives and Collateral Chapter 14 OTC Derivatives and Collateral - Transaction Types - Introduction 295 Chapter 15 OTC Derivatives and Collateral - Transaction Types - Generic Structural Aspects 303 Chapter 16 OTC Derivatives and Collateral - Transaction Types - Interest Rate Swaps 311 Chapter 17 OTC Derivatives and Collateral - Transaction Types - Credit Default Swaps 319 Chapter 18 OTC Derivatives and Collateral - Transaction Types - Foreign Exchange Swaps 329 Chapter 19 OTC Derivatives and Collateral - Transaction Types - Cross-Currency Swaps 341 Chapter 20 OTC Derivatives and Collateral - Legal Protection - Introduction 349 Chapter 21 OTC Derivatives and Collateral - Legal Protection - Master Agreement and Schedule 351 Chapter 22 OTC Derivatives and Collateral - Legal Protection - Credit Support Annex 361 Chapter 23 OTC Derivatives and Collateral - Static Data 401 Chapter 24 The OTC Derivative Collateral Lifecycle 413 Chapter 25 OTC Derivatives and Collateral - The Collateral Lifecycle - Pre-Trading - Legal Documentation 415 Chapter 26 OTC Derivatives and Collateral - The Collateral Lifecycle - Pre-Trading - Static Data 419 Chapter 27 OTC Derivatives and Collateral - The Collateral Lifecycle - Trading - Trade Execution 421 Chapter 28 OTC Derivatives and Collateral - The Collateral Lifecycle - Post-Trading - Trade Capture 429 Chapter 29 OTC Derivatives and Collateral - The Collateral Lifecycle - Post-Trading - Trade Confi rmation/Affi rmation 435 Chapter 30 OTC Derivatives and Collateral - The Collateral Lifecycle - Post-Trading - Trade/Portfolio Netting 439 Chapter 31 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Portfolio Reconciliation 447 Chapter 32 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Marking-to-Market 457 Chapter 33 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Exposure Calculation 463 Chapter 34 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Receiving Margin Calls 475 Chapter 35 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Issuing Margin Calls 501 Chapter 36 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Holding Collateral 515 Chapter 37 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Introduction 531 Chapter 38 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Novation 533 Chapter 39 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Unwind 541 Chapter 40 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Offset 547 Chapter 41 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Post-Trade Execution Events - Credit Events 553 Chapter 42 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Collateral Substitution 559 Chapter 43 OTC Derivatives and Collateral - The Collateral Lifecycle - Throughout Lifetime of Trade - Income & Corporate Action Events 567 Chapter 44 OTC Derivatives and Collateral - The Collateral Lifecycle - Trade Termination - Trade Termination 575 Part 4b OTC Derivatives and Collateral - Legal Documentation Chapter 45 OTC Derivatives and Collateral - Legal Documentation 579 Part 4c OTC Derivatives and Collateral - Regulatory Change and the Future Of Collateral Chapter 46 OTC Derivatives and Collateral - Regulatory Change and the Future of Collateral - Introduction 583 Chapter 47 OTC Derivatives and Collateral - Regulatory Change and the Future of Collateral - Centrally Cleared Trades 597 Chapter 48 OTC Derivatives and Collateral - Regulatory Change and the Future of Collateral - Non Centrally Cleared Trades 629 Glossary of Terms 657 Useful Websites 703 Further Reading 705 Index 707