UNDERSTAND FINANCIAL MONEY MARKETS
Money markets, main topics: Interest rate calculations, commercial paper, treasury bills, repurchase agreements, GMRA
4.48 (87 reviews)
5,035
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1.5 hours
content
Oct 2024
last update
$44.99
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What you will learn
Understand money market products: deposits, money market securities and repurchase agreements
Understand pricing money market products and make interest rate calculations: day conventions, zero coupon, bootstrapping, true yields and pure discount
Calculate coupons for broken periods and convert yields
Get essential knowledge to trade money market securities such as commercial paper, T-bills and certificates of deposit
Understand forward rates and how an yield curve shifts
Manage liquidity using repurchase agreements and security lending transactions
Understand interbank and overnight market benchmarks such as LIBOR, SOFR and €ster
What is the difference between the Domestic and Euro money market
Understand the basics of Global Master Repo Agreements (GMRA): legal and economic ownership, reprising, manufactured dividend and failure to deliver collateral
The characteristics of Classic Repo and (un) documented Sell buy Back
How Central Banks use repos for money market liquidity
Repo Custody of Collateral Arrangements: Delivery repo, Hold in Custody (HIC)
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1868468
udemy ID
8/21/2018
course created date
8/3/2020
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