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Handbook of Debt Securities and Interest Rate Derivatives

Handbook of Debt Securities and Interest Rate Derivatives

Author: A. V Rajwade
Publisher: McGraw Hill
ISBN: 9780070656611
Published In: July 2007
Format: Hardback
Jurisdiction: International ? Disclaimer:
Countri(es) stated herein are used as reference only

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Contents
Author

Details

The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios.

Handbook of Debt Securities and Interest Rate Derivatives covers:

Debt Securities and Markets
Money Market
Bond Market in India
Primary Market in G-Secs
Secondary Market
Interest Rate Derivatives
Market Practices and Data Sources

With this coverage, this book would serve the needs of financial intermediaries including commercial and cooperative banks, primary dealers, insurance companies, bond funds, corporate treasuries, etc

1. Debt Securities and Markets: An Overview

2. Money Market

3. Bond Market in India

4. The Primary Market in G-Secs

5. The Secondary Market

6. Interest Rate Derivatives

7. Market Practices and Data Sources

8. Valuation of Fixed Income Securities: Basic Concepts

9. Term Structure and Yield Curves

10. Bonds with Options

11. Securitisation

12. Interest Rate Derivatives: Pricing, Hedging and Valuation

13. Measuring the Price Risk: Duration and Convexity

14. Measuring the Price Risk: VaR Approach

15. Debt Securities Portfolios: Management, Classification and Valuation

16. Price and Credit Risk Management Capital Charge

17. Operational Risk

18. Issues in Accounting

A. V Rajwade

A. V. Rajwade is a well-known risk management consultant, author, columnist and trainer. He has vast experience and expertise in the financial markets including two decades of working with the SBI in India and abroad and almost three decades of consulting many corporate organizations and banks.

He has been a member of RBI's Sodhani Committee on Foreign Exchange Markets in India and both the Committees on Capital Account Convertibility, and is also on the board of several public and private limited companies including Clearing Corporation of India, Thomas Cook, and Royal Sundaram Alliance Insurance Co. etc.

Rajwade has been contributing a popular weekly column "World Money" (first published in The Economic Times and later in Business Standard) for the last three decades. He has taught at premier management schools, such as IIM Ahmedabad and S. P. Jain Institute of Management. He has authored several books including Handbook of Debt Securities and Interest Rate Derivatives (2007) published by Tata McGraw Hill.