Moorad Choudhry 
The Money Markets Handbook [PDF ebook] 
A Practitioner’s Guide

In The Money Markets Handbook Moorad Choudhry provides, in
one comprehensive volume, the description, trading, analysis and
calculations of the major markets around the world, providing
worked examples and exercises throughout to provide a landmark
publication on this important topic. Unique features, including a
list of conventions and trading rules in virtually every market in
the world, means that this book is relevant to virtually every
money market in the world.

* Includes an in depth treatment of repo markets, asset and
liability management, banking regulatory requirements and other
topics that would usually be found only in separate books

* Written with clarity in mind, this book is vital reading for
anyone with an interest in the global money markets

* Features coverage of derivative money market products including
futures and swaps, and the latest developments not covered in
current texts

Содержание

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.

Об авторе

Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank. Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-editor with Professor Frank Fabozzi of The Handbook of European Fixed Income Securities.