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The Trade Lifecycle Robert Baker Pdf Free Download


The Trade Lifecycle Robert Baker Pdf Free Download --


























































The Trade Lifecycle Robert Baker Pdf Free Download, the theoretical minimum what you need to know to start doing physics pdf download


MwSt. Mein Konto Newsletter Geschenk Gutscheine KundenbewertungenBewertungen Service: Kontakt Impressum Unternehmen Partnerprogramm Pressemeldungen Schnellhilfe: Rcksendung Widerrufsbelehrung Datenschutz FAQ AGB's Sicher bestellen Sicher & bequem zahlen: Kategorien: Bcher eBooks Fachbcher Engl. Baker ebook Sign up to save your library With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. BakerThe Trade Lifecycle (eBook, PDF)Anthony TrongoneTrade with the Odds (eBook, PDF)Larry WilliamsTrade Stocks and Commodities with the Insiders (eBook, PDF)tolino shine 2 HDFredda Herz BrownThe Family Wealth Sustainability Toolkit (eBook, PDF) Produktbeschreibung The lifecycle of a trade is the fundamental activity of investmentbanks, hedge funds, pension funds and many other financialcompanies. The book dissects a trade into its component parts,tracking it from pre-conception to maturity, and examines how thetrade affects each�mehrGerte: PCmit KopierschutzeBook HilfeGre: 2.78MBLeseprobeInhaltsangabe Andere Kunden interessierten sich auch frAlle ProdukteRobert P. Part 2 covers the trade lifecycle including:the anatomy of a trade; the lifecycle of a trade; cashflows andasset holdings; risk management; market risk control; counterpartyrisk control; accounting and P&L attribution. This book provides thorough, practical guidance toward processing the trade, and the risks and rewards it entails. Required fields are marked *Comment Name * Email * Website category Animals Architecture Art Astronomy Biography Biology Business Chemistry Cinema Cookbooks Cryptography Culture Design Drawing Economics Encyclopedia and Dictionary Engineering and Technology Family and Friendship Fitness Gambling Games Hardware Healthcare History Hobbies Information Technologies IT ebooks Languages Martial Arts Mathematics Medicine Military Music Novels Other Personality Philosophy Photo Physics Poetry Politics and Sociology Programming Psychology Relationships Religion Science Security Sexuality Software Sport Travel Web Development . Part 2 covers the trade lifecycle including: the anatomy of a trade; the lifecycle of a trade; cashflows and asset holdings; risk management; market risk control; counterparty risk control; accounting and P&L attribution. Part 3 coverssystems and procedures including;: the people; developing processesfor new products; new products; systems; testing; data; reports;calculation; mathematical model and systems validation; regulatory,legal and compliance issues and business continuity planning.Finally Part 4 covers what can go wrong, discussing creditderivatives and the financial crisis.In the aftermath of the financial crisis emphasis had moved totransparency and due diligence involving closer scrutiny of allforms of risk. The book dissects a trade into its component parts, tracking it from pre-conception to maturity, and examines how the trade affects each business function of a financial institution. Produktdetails Produktdetails Verlag: John Wiley & SonsSeitenzahl: 320 2010 EnglischISBN-13: 9780470667385ISBN-10: 0470667389Best.Nr.: 37298817 Inhaltsangabe Foreword from the First Edition xviiForeword to the Second Edition xixPreface xxiAcknowledgements xxiiiAbout the Author xxvPART ONE Products and the Background to TradingCHAPTER 1 Trading 31.1 How and why do people trade? 31.2 Factors affecting trade 31.3 Market participants 41.4 Means by which trades are transacted 51.5 When is a trade live? 71.6 Consequences of trading 71.7 Trading in the financial services industry 81.8 What do we mean by a trade? 101.9 Who works on the trade and when? 111.10 Summary 12CHAPTER 2 Risk 132.1 The concept of risk 132.2 Risk is inevitable 132.3 Quantifying risk 142.4 Methods of dealing with risk 152.5 Managing risk 152.6 Problems of unforeseen risk 162.7 Summary 16CHAPTER 3 Understanding Traded Products - Follow the Money 173.1 Spot trades 183.2 Future (forward) 203.3 Loan 213.4 Deposit 233.5 Swap 233.6 Foreign exchange swap 253.7 Equity spot 263.8 Bond spot 273.9 Option 273.10 Credit default swap 303.11 Summary 31CHAPTER 4 Asset Classes 334.1 Interest rates 334.2 Foreign exchange (Forex or FX) 404.3 Equity 444.4 Bonds and credit 464.5 Commodities 534.6 Trading across asset classes 584.7 Summary 59CHAPTER 5 Derivatives, Structures and Hybrids 615.1 Linear 615.2 Nonlinear 625.3 Some option terminology 665.4 Option valuation 675.5 Exotic options 675.6 Structures and hybrids 695.7 Importance of simpler products 705.8 Trade matrix 715.9 Summary 72CHAPTER 6 Liquidity, Price and Leverage 736.1 Liquidity 736.2 Price 756.3 Leverage 766.4 Summary 79PART TWO The Trade LifecycleCHAPTER 7 Anatomy of a Trade 837.1 The underlying 837.2 General 837.3 Economic 847.4 Sales 847.5 Legal 847.6 Booking 857.7 Counterparty 857.8 Timeline 867.9 Summary 87CHAPTER 8 Trade Lifecycle 898.1 Pre execution 898.2 Execution and booking 918.3 Confirmation 948.4 Post booking 968.5 Settlement 978.6 What happens overnight 1018.7 Changes during lifetime 1058.8 Reporting during lifetime 1108.9 Exercise 1108.10 Maturity 1128.11 Example trade 1138.12 Summary 115CHAPTER 9 Cashflows and Asset Holdings 1179.1 Holdings 1199.2 Value of holding 1209.3 Reconciliation 1219.4 Consolidated reporting 1229.5 Realised and unrealised P&L 1229.6 Diversification 1229.7 Bank within a bank 1239.8 Custody of securities 1239.9 Risks 1249.10 Summary 124CHAPTER 10 Risk Management 12510.1 Traders 12510.2 Risk control 12610.3 Trading management 12610.4 Senior management 12610.5 How do risks arise? 12610.6 Different reasons for trades 12810.7 Hedging 12810.8 What happens when the trader is not around? 12810.9 Types of risk 13010.10 Trading strategies 13210.11 Hedging strategies 13310.12 Summary 134CHAPTER 11 Market Risk Control 13511.1 Various methodologies 13511.2 Need for risk 13911.3 Allocation of risk 13911.4 Monitoring of market risk 14011.5 Controlling the risk 14011.6 Responsibilities of the market risk control department 14111.7 Limitations of market risk departments 14211.8 Regulatory requirements 14311.9 Summary 145CHAPTER 12 Counterparty Risk Control 14712.1 Reasons for non-fulfilment of obligations 14712.2 Consequences of counterparty default 14812.3 Counterparty risk over time 14812.4 How to measure the risk 14912.5 Imposing limits 15212.6 Who is the counterparty? 15312.7 Collateral 15312.8 Activities of the counterparty risk control department 15412.9 What are the risks involved in analysing credit risk? 15712.10 Payment systems 15812.11 Summary 160CHAPTER 13 Accounting 16113.1 Balance sheet 16113.2 Profit and loss account 16413.3 Financial reports for hedge funds and asset managers 16813.4 Summary 169CHAPTER 14 P&L Attribution 17114.1 Benefits 17114.2 The process 17214.3 Example 17314.4 Summary 176CHAPTER 15 People 17715.1 Revenue generation 17715.2 Activities that support revenue generation 17915.3 Control 18915.4 Summary 200CHAPTER 16 Regulation 20116.1 Purpose of regulation 20116.2 What regulators require 20216.3 The problems 20416.4 Risk-weighted assets 20516.5 Credit valuation adjustment (CVA) 20716.6 Summary 213PART THREE What Really HappensCHAPTER 17 Insights into the Real World of Capital Markets - Here be Dragons! 21717.1 How it used to be 21717.2 Clash of cultures 21917.3 The equality of money 21917.4 The politics of money 22017.5 The good 22217.6 The bad 22217.7 The ugly 22317.8 Where are we heading? 22317.9 Summary 224CHAPTER 18 Case Studies 22518.1 Case study 1 - Bonds 22518.2 Case study 2 - Front office foreign exchange 23518.3 Case study 3 - Equity confirmations project 24718.4 Summary 252CHAPTER 19 The IT Divide 25319.1 What is the IT divide? 25319.2 What problems does it cause? 25519.3 IT in the middle 25519.4 Improper use of IT 25619.5 Organisational blockers 25719.6 IT blockers 25819.7 How to bridge the gap 25919.8 Keeping up with change 26019.9 What does the business want from IT? 26119.10 What IT wants from the business 26319.11 Particular challenges of the financial sector 26419.12 Example of a good project 26519.13 Example of a bad project 26619.14 Summary 266CHAPTER 20 The Role of the Quantitative Analyst 26720.1 What is a quant? 26720.2 Where do quants work? 26720.3 Tools of the trade 26920.4 Place in organisation 27020.5 Where should quants sit? 27020.6 The boundaries of Quantland 27120.7 What does IT think of quants? 27320.8 Different types of quants 27420.9 Getting the job done 27520.10 Summary 275PART FOUR Behind the ScenesCHAPTER 21 Developing Processes for New Products (and Improving Processes for Existing Products) 27921.1 What is a process? 27921.2 The status quo 27921.3 How processes evolve 28021.4 Inventory of current systems 28221.5 Coping with change 28421.6 Improving the situation 28421.7 Inertia 28721.8 Summary 288CHAPTER 22 New Products 28922.1 Origin of new products 28922.2 Trial basis 29022.3 New trade checklist 29222.4 New product evolution 29422.5 Risks 29422.6 Summary 295CHAPTER 23 Testing 29723.1 What is testing? 29723.2 Why is testing important? 29823.3 Who does testing? 29823.4 When should testing be done? 29923.5 What are the types of testing? 30023.6 Fault logging 30223.7 Risks 30423.8 Summary 305CHAPTER 24 Data 30724.1 Common characteristics 30724.2 Database 30824.3 Data 30824.4 Bid/offer spread 31024.5 Curves and surfaces 31024.6 Market data 31324.7 Back testing 31724.8 How can data go wrong? 31724.9 Typical data sources 32024.10 How to cope with corrections to data 32124.11 Data integrity 32224.12 The business risks of data 32424.13 Summary 325CHAPTER 25 Reports 32725.1 What makes a good report? 32725.2 Reporting requirements 32825.3 When things go wrong 33325.4 Redundancy 33425.5 Control 33525.6 Enhancement 33525.7 Security 33525.8 Risks 33525.9 Summary 336CHAPTER 26 Calculation 33726.1 What does the calculation process actually do? 33726.2 The calculation itself 34326.3 Sensitivity analysis 34726.4 Bootstrapping 34826.5 Calculation of dates 34926.6 Calibration to market 35126.7 Testing 35126.8 Integrating a model within a full system 35226.9 Risks associated with the valuation process 35226.10 Summary 352PART FIVE Summary of RisksAPPENDIX A Operational Risks 355APPENDIX B Human Risks 359APPENDIX C Control Risks 363APPENDIX D Processing Risks 367APPENDIX E Organisational Risks 373Recommended Reading 377Index 379 Kundenbewertungen Schreiben Sie eine Kundenbewertung zu diesem Produkt und gewinnen Sie mit etwas Glck einen 15,- EUR! eigene Bewertung schreiben mehr Bewertungen anzeigen Mehr aus der Kategorie eBooks > Fachbcher > Wirtschaftswissenschaften > Betriebswirtschaft > Kosten & ControllingBenchmarkingKalkulationKennzahlenKosten- & LeistungsrechnungKostenmanagementLean ManagementProfit CenterBalanced Scorecard bei: facebook twitter instagram google Pinterest Blog RSS Feed 2016 *Alle Preise verstehen sich inkl. As well as illustrating each part of the trade process it highlights the legal, operational, liquidity, credit and market risks to which the trade is exposed. Baker Isbn 978-11189994621118999460 File size 11.4 MB Year 2015 Pages 694 Language English File format PDF Category Economics Book Description: Drive profit and manage risk with expert guidance on trade processing The Trade Lifecycle catalogues and details the various types of trades, including the inherent cashflows and risk exposures of each. Save Not today Subjects BusinessFinanceNonfiction The lifecycle of a trade is the fundamental activity of investment banks, hedge funds, pension funds and many other financial companies. BakerThe Trade Lifecycle (eBook, PDF)Behind the Scenes of the Trading Process Leseprobe -20%Statt EUR 35,08** EUR 27,99Alle Preise inkl. 2587a83389

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