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Financing Products

Repo, securities lending, collateral swaps, asset-liability swaps and carry — how positions actually get funded.
Financing Products
We are about to navigate back and forth between cash and derivatives and their mix to discuss some popularly talked
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1: Financing Products – Common references
We are about to navigate back and forth between cash and derivatives and their mix to discuss some popularly…
1.
2: Repo vs SLB
Comparison between ‘Standard’ Market Repos and Securities Lending/Borrowing…
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3: Repo Pricing
Repo cash flows can be mimicked by going long a bond in spot and selling futures on it…
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4: Asset & Liability Swap
Asset Swaps is a term used to describe a ‘swapped’ return whereby an investor in a cash product desires…
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5: Collateral Swaps & TRS
Collateral Swaps is the exchange of two different assets for any given tenor. The lender of the lower quality collateral generally pays a spread…
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6: Carry and Roll
Probably one of the most overused terms in financial markets across asset classes is carry and roll, often used interchangeably.
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