Inhaltsverzeichnis

Handbuch Treasury / Treasurer's Handbook
Inhaltsverzeichnis
English Version
- Part I The Money Market
  - 1. Methods of Interest Calculation, Yield Curve and Quotation
    - 1.1. Methods of Interest Calculation
    - 1.2. The Yield Curve
    - 1.3. Interpolation
    - 1.4. Quotation
    - 1.5. Practice Questions
  - 2. Money Market Cash Instruments
    - 2.1. Overview
    - 2.2. Interbank-Depotgeschäfte
    - 2.3. Certificates of Deposit (CDs)
    - 2.4. Eligible bills
    - 2.5. Commercial Papers (CPs)
    - 2.6. Treasury bills
    - 2.7. Practice Questions
  - 3. Short-term Interest Rate Derivatives
    - 3.1. Forward Rate Agreement (FRA)
    - 3.2. Money Market Futures
    - 3.3. Practice Questions
  - 4. Repurchase Agreements (Repos)
    - 4.1. Common Definition
    - 4.2. Application of Repos
    - 4.3. General Collateral/Special Collateral
    - 4.4. Main Repo Market Participants
    - 4.5. Collateral Management
    - 4.6. Sell/Buy-Backs / Buy/Sell-Backs
    - 4.7. Documentation - Frame Contracts
    - 4.8. Risks
    - 4.9. Special Types of Repos
    - 4.10. Synthetic Repo
    - 4.11. Security Lending
    - 4.12. Practice Questions
  - 5. Overnight Index Swaps (OIS)
    - 5.1. Function and Calculation
    - 5.2. Application
    - 5.3. EONIA Swap Conventions
    - 5.4. EONIA swap rates compared to EURIBOR
    - 5.5. SONIA, TOIS and Fed Funds Swap
    - 5.6. Forward OIS
    - 5.7. Practice Questions
- Part II The Capital Market
- PART III Foreign Exchange, Options & Commodities
- PART IV The Settlement Process
- PART V The Model Code - International Code of Conduct for Financial Markets
- PART VI Risk Management
- PART VII Central Banks, Fundamental Analysis and Technical Analysis
- PART VIII Annex
Deutsche Version

Enthofer/Haas (Hrsg./eds.)

Handbuch Treasury / Treasurer's Handbook

Praxiswissen für den Geld- und Kapitalmarkt / Financial Markets: A Practitioner's Guide

2. Aufl. 2012

ISBN: 978-3-7143-0238-7

Folgeauflage 3. Aufl. 2020 verfügbar

Besitzen Sie diesen Inhalt bereits, melden Sie sich an.
oder schalten Sie Ihr Produkt zur digitalen Nutzung frei.

Dokumentvorschau

Handbuch Treasury / Treasurer's Handbook (2. Auflage)

S. 36Part I The Money Market

S. 38The money market is the part of financial markets involving assets with original maturities of one year or shorter. Money market rates are determined by the liquidity situation of the market participants, on the central banks’ market policy and the individual maturity. The market is made up of central banks and credit institutions and to a smaller degree of institutional investors such as life insurers and public bodies. The money market provides liquidity funding for the global financial system. It allows acquiring necessary liquid funds as well as investing excess liquidity. In the international markets the market participants are funds, insurance companies, industrial and trading companies, which make extensive of the liquidity transformation function of the markets.

Money market instruments being traded on the international money markets are interbank deposits, certificates of deposit, eligible bills, commercial papers und treasury bills.

The different money market instruments will be described in detail in chapter 2; chapter 1 introduces the basics of quotation and calculation of interest rates for money ma...