Securities Finance: Securities Lending and Repurchase Agreements

About the Editors.

Contributing Authors.

PART ONE: Securities Lending.

Chapter 1: An Introduction to Securities Lending (Mark C. Faulkner).

Chapter 2: Securities Lending, Liquidity, and Capital Market-Based Finance (State Street).

Chapter 3: Finding a Route to Market: An Institutional Guide to the Securities Lending Labyrinth (Mark C. Faulkner).

Chapter 4: Evaluating Lending Options (Anthony A. Nazzaro).

Chapter 5: The Auction Process and Its Role in the Securities Lending Markets (Daniel E. Kiefer and Judith G. Mabry).

Chapter 6: The Fundamentals of Fixed Income Securities (Frank J. Fabozzi).

Chapter 7: Managing Liquidity Risks in Cash-Based Lending Programs (Ed Blount and Aaron J. Gerdeman).

Chapter 8: Quantifying Risks in Securities Lending Transactions (Mark C. Faulkner).

Chapter 9: Risk, Return, and Performance Measurement in Securities Lending (Peter Economou).

Chapter 10: Developing Effective Guidelines for Managing Legal Risks—U.S. Guidelines (Charles E. Dropkin).

Chapter 11: Tax Issues Associated with Securities Lending (Richard J. Shapiro).

Chapter 12: Accounting Treatment of Loans of Securities (Susan C. Peters).

PART TWO: Bond Financing via the Repo Market.

Chapter 13: Repurchase and Reverse Repurchase Agreements (Frank J. Fabozzi and Steven V. Mann).

Chapter 14: The European Repo Market (Richard Comotto).

Chapter 15: Overview of U.S. Agency Mortgage-Backed Securities (Frank J. Fabozzi).

Chapter 16: Dollar Rolls (Frank J. Fabozzi and Steven V. Mann).

Chapter 17: Evaluating the Interaction of Dollar Rolls and MBS Investments (Anand K. Bhattacharya, Paul Jacob, and William S. Berliner).

PART THREE: Equity Financing Alternatives to Securities Lending.

Chapter 18: Equity Financing Alternatives to Securites Lending (Frank J. Fabozzi and Steven V. Mann).

INDEX.