A Practical Guide to Collateral Management in the OTC Derivatives Market

Buch | Softcover

146 Seiten

2003 | 1st ed. 2003
Palgrave Macmillan (Verlag)
978-1-349-72415-4 (ISBN)

Artikel merken

This is the first book of its kind on the market and is aimed at collateral management professionals in the OTC derivatives markets. It is a guide to the key topics involved in establishing and running a collateral management function and is clear, comprehensive and practical. A Practical Guide to Collateral Management in the OTC Derivatives Market will also be of value to those professionals working in product areas applying collateral management techniques including repo, securities lending and exchange traded products.

Written and edited by the collateral management experts at Lombard Risk Management. Lombard Risk Management is an established provider of financial trading and risk management software and leading market data services. Since its inception in 1988, it has done business with 60 of the top 100 banks worldwide. Our software products include Oberon and Firmament. Oberon is an established trading and risk management system for the major interest rate, fixed income, FX and money market products, and associated hedges. Firmament is a suite of next generation trading, risk management and analysis applications designed to support the credit markets. Firmament applications include Firmament Collateral, the web based collateral management application. Lombard Risk also provide data on a daily basis for credit derivatives and other OTC derivative products through ValuSpread, a set of market leading price verification services currently including: ValuSpread Credit, ValuSpread Credit Data and ValuSpread Credit Historic Data.

Introduction 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 Glossary

Erscheinungsdatum	26.05.2016
Reihe/Serie	Finance and Capital Markets Series
Zusatzinfo	XIV, 146 p.
Verlagsort	Basingstoke
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
Schlagworte	Accounting • Capital • credit risk • Derivatives • liquidity • Management • Management Accounting • Risk Management
ISBN-10	1-349-72415-7 / 1349724157
ISBN-13	978-1-349-72415-4 / 9781349724154
Zustand	Neuware