Capital Markets Trading and Investment Strategies in China A Practitioner's Guide

Capital Markets Trading and Investment Strategies in China A Practitioner's Guide / by Xiaojiang Zhang.

This book covers in detail the building blocks of Chinese capital markets at the financial instrument level, the analytical pricing term structure of those instruments, the macro and industry economic framework and progress of the liberalization processes at work in the respective markets, the inter...

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Bibliographic Details
Main Author: Zhang, Xiaojiang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Singapore : Springer Singapore : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:Springer eBook Collection.
Subjects:
Capital market.
Macroeconomics.
Risk management.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Part 1. Portfolio building blocks covering foreign exchange, money markets, fixed Income and derivatives Instruments
  • 1 Traded Foreign Exchange Instruments
  • 2 Traded Money Market Instruments
  • 3 Fixed Income Instruments market condition, pricing mechanism, quoting and settlement convention
  • 4 Derivatives market condition, pricing mechanism, and trading convention
  • Part 2. Macro Economics, Monetary Cycle, Industry Cycle, Monetary Condition, Supply and Demand
  • 5 Macro cycle
  • 6 Industry cycle
  • 7 Monetary cycle
  • 8 CFETS (China Foreign Exchange Trade System)
  • 9 China Banking Regulatory Commission and Interbank market
  • 10 China Securities Regulatory Commission and exchange markets
  • Part 3. Applied Pricing Curve in the Market and Term Structures
  • 11 Curves and Term Structures
  • 12 In-depth on factors driving onshore FX and money market curves
  • Part 4. Regulatory Regime and Some Policies in Focus
  • 13 Central bank’s various objectives and its balance sheet analysis
  • 14 Foreign exchange trading regulation: mid Pricing guideline
  • 15 Fixed income trading regulation: leverage ratio, collateral financing
  • 16 ABS and its related regulation
  • 17 Currency account and capital account market liberalization
  • Part 5. Other Participants
  • 18 Fixed income institution players, market making participation
  • 19 FX trading players
  • 20 MM players
  • Part 6. Portfolio Objectives and Trading and Investment Strategies
  • 21 Onshore CNY Liquidity Portfolio Management
  • 22 Offshore FX Liquidity Portfolio Management Strategy Objectives
  • 23 Trading accounts FX MTM and Strategies
  • 24 Trading accounts bond strategies
  • 25 Bond future net basis strategy and negative implied repo rate
  • 26 Investment Accounts Objectives and Strategies
  • Part 7. Risk Management Practice
  • 27 Trading Accounts Limits Allocation
  • 28 Investment Accounts Credit Allocation Practice
  • 29 Investment Portfolio Term Duration Management.

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