|
|
|||
|
||||
OverviewThis work is aimed at collateral management professionals in OTC derivatives. It is a guide to the key topics driving the market and is clear, comprehensive and practical. "" A practical guide to collateral management"" will also be of value to those professionals working in product areas applying collateral management techniques including repo, securities lending and exchange traded products. Full Product DetailsAuthor: Lombard Risk Management , Lombard Risk ManagementPublisher: Palgrave USA Imprint: Palgrave Macmillan Dimensions: Width: 15.20cm , Height: 1.20cm , Length: 22.90cm Weight: 0.414kg ISBN: 9781403912039ISBN 10: 1403912033 Pages: 146 Publication Date: 17 June 2003 Audience: College/higher education , General/trade , Professional and scholarly , Tertiary & Higher Education , General Format: Hardback Publisher's Status: Active Availability: Out of print, replaced by POD We will order this item for you from a manufatured on demand supplier. Table of ContentsIntroduction Collateral - Theory and Practicalities of Credit Risk Mitigation Techniques in the OTC Derivatives Market Collateralising Repo and Securities Lending Transactions Implementing a Collateral Management Programme Use of Technology in the Collateral Management Area Legal Issues Surrounding Collateralisation Legal Documentation for Collateral Netting and Collateral Incorporation of Collateral into Credit Exposure Calculations Capital Adequacy The Impact of Collateral on Corporate Liquidity Collateral Risk Management Accounting and Tax GlossaryReviewsAuthor InformationThe Editor, PENNY DAVENPORT, is Managing Director responsible for the Valuation Services Division at Lombard Risk Management. She is responsible for business strategy, client relations, operations and technology. She was previously with JP Morgan. She is an active participant in industry working groups, particularly ISDA, and is a frequent speaker at conferences. - LOMBARD RISK MANAGEMENT specialises in trading and risk management software, credit derivative price verification, training and consultancy. Tab Content 6Author Website:Countries AvailableAll regions |
||||