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

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.