The Money Markets Handbook

Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank. Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co--editor with Professor Frank Fabozzi of The Handbook of European Fixed Income Securities.

1. Money market instruments (the cash market, commercial paper, synthetic CP conduits). 2. Yield measures. 3. Applications. 4. The foreign exchange market. 5. Floating--rate notes. 6. Repo instruments (instruments and applications, market conventions). 7. Money market derivatives (FRAs, futures, swaps inc OIS swaps). 8. Asset--Liability management. 9. Banking reg capital and basel II (capital adequacy, basel II). 10. Selected country markets. 11. Asset and liability management.