SECURITIES LENDING & REPO MARKETS

A CACEIS PRODUCT DEVELOPMENT PUBLICATION - OCTOBER 2010

BIBLIOGRAPHY

Australian Securities Lending Association (ASLA), website

Bank of England & the Securities Lending and Repo Committee (SLRC), ”Securities borrowing and Lending Code of Guidance”, July 2009

Data Explorers, “Securities Lending Yearbook, 2009-2010”, 2010

Deloitte, “A taxing year for the lending industry”, 2010

Ernst & Young, “Foreign Account Tax Compliance Act (FATCA), Mastering the challenges of the new US regulation”, 2010

Euroclear > “Steering a new course for the repo market”, 2010 > “Understanding repo and the repo market”, March 2009

European Savings Banks Group , Press Release: “European Master Agreement is published”, 29 October 1999

Global Custodian, “Collateral: Securities Lending, Repo, OTC Derivatives and the Future of Finance”, 2007

Global Investor magazine, ”Canadian market forum”, June 2010

Global Securities Lending magazine, “Still under siege?”, Issue 08, Q2 2010

Goldman Sachs, “Securities lending: New priorities”, April 2010

ICMA > “18th ICMA survey”, March 2010

> “A white paper on the operation of the European repo market, the role of short-selling, the problem of settlement failures and the need for reform of the market infrastructure”, 13 July 2010

Investor Services Journal > “Securities lending market guide 2010”, 2010 > “Securities Lending Market Guide 2009”, 2009

IOSCO, “Securities lending transactions: Market development and implications”, July 1999

ISLA, “ISLA international lending conference”, June 2010

JP Morgan, “Securities lending as an asset management technique”, 2010

RMA , “RMA quaterly aggregate data survey”, Q2 2010

Securities Lending Times, ”Country focus – Germany”, Issue 002, June 2010

Spitafields Advisors, “An introduction to Securities Lending”, Third edition, 2006

page 60 | Securities Lending & Repo markets