Securities Finance: Securities Lending and Repurchase Agreements

By Frank J. Fabozzi and Steven V. Mann

In Securities Finance, editors Frank Fabozzi and Steven Mann assemble a group of prominent practitioners in the securities finance industry to provide readers with an enhanced understanding of the various arrangements in the securities finance market. Divided into three comprehensive parts—Securities Lending, Bond Financing via the Repo Market, and Equity Financing Alternatives to Securities Lending—this book covers a wide range of securities finance issues, including alternative routes to the securities lending market, evaluating risks in securities lending transactions, U.S. and European repo markets, dollar rolls and their impact on MBS valuation and strategies, derivatives for financing equity positions and equity repos, and more. Filled with in-depth insight and expert advice, Securities Finance contains the information readers need to succeed in this rapidly expanding market.

• Language: English
• Publisher: Wiley
• Release date: Sep 15, 2005
• ISBN: 9780471756057

Frank J. Fabozzi

Frank J. Fabozzi is a professor of finance at EDHEC Business School (Nice, France) and a senior scientific adviser at the EDHEC-Risk Institute. He taught at Yale's School of Management for 17 years and served as a visiting professor at MIT's Sloan School of Management and Princeton University's Department of Operations Research and Financial Engineering. Professor Fabozzi is the editor of The Journal of Portfolio Management and an associate editor of several journals, including Quantitative Finance. The author of numerous numerous books and articles on quantitative finance, he holds a doctorate in economics from The Graduate Center of the City University of New York.

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