Moorad Choudhry 
An Introduction to Repo Markets [PDF ebook] 

The Repo markets have grown dramatically in the past few years
because of the need to hedge short positions in the capital and
derivatives markets. Virtually all major currency markets in the
world now have an established repo market, the facility is also
increasingly being used in developing currency markets as well.
This book is a practical introduction that focuses on the
instruments, applications and risk management techniques essential
for this rapidly evolving market. Fully updated to reflect the
changes in these markets, the book also includes worked examples
and case studies, and new sections on basket and structured finance
repo.

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