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Managing derivatives contracts : a guide to derivatives market structure, contract life cycle, operations, and systems /
"I am sure practitioners, auditors, and regulators will find the content of Mr Shaik's book of value. The accessible style is also welcome. All in all, a worthwhile addition to the finance literature and one that hopefully helps plug the knowledge gap in this field."? from the forewor...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berkeley, CA :
Apress,
2014.
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| Colección: | Expert's voice in finance.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Foreword; About the Author; About the Technical Reviewer; Acknowledgments; Preface; Part I: The Big Picture; Chapter 1: The Derivatives Market; Financial Derivatives; The Derivatives Market Structure; The Listed Market; The Over-the-Counter Market; The Bilateral OTC Market; The Cleared OTC Market; Market Venues; Market Size; Market Players; Advantages of Derivatives; Advantages of OTC Derivatives; Dangers and Challenges of Derivatives; High-Profile Failures; The Changing Regulatory Landscape of Derivatives Market; Importance of Information Technology.
- Operational and Technological ChallengesSummary; Chapter 2: The Derivative Products; Product Terminology; Security vs. Derivative; Product vs. Instrument; Contract; Interest Rate: Fixed vs. Floating; Derivatives Classification; Product Class; Asset Class; Clearing Model; Markets; Complexity; Futures; Futures Terminology; Applications of Futures; Contract Types; Forwards; Terminology; Types of Forwards; Options; Terminology; Applications of Options; Option Types; Listed Options; OTC Options; Exotic Options; Swaps; Swap Characteristics; Swap Instruments; Interest Rate Swaps; Popular Types.
- Currency SwapsCurrency Swap Types; Equity Swaps; Commodity Swaps; Exotic Swap Structures; Credit Derivatives; Terminology; Applications of Credit Derivatives; Credit Instruments; FX Derivatives; Terminology; FX Derivative Instruments; Applications of FX Derivatives; Interest Rate Derivatives; IRD Instruments; Equity Derivatives; Applications of Equity Derivatives; Equity Instruments; Commodity Derivatives; Synthetic Products; Analogy; Listed, Cleared, and Bilateral Contracts; Funded vs. Unfunded; Options vs. Futures; Futures vs. Forwards; Swap vs. Forward; Option vs. Insurance.
- Accounting TreatmentWhat Is Not a Derivative; Summary; Chapter 3: Derivatives and Risk Management; What Is Risk?; Why Manage Risk?; Risk Management Process; Risk from Derivatives; Hedging; Enterprise Risk Management; Risk Management Function; Types of Risk; Market Risk; Credit Risk; Counterparty Credit Risk; Concentration Risk; Operations Risk; Liquidity Risk; Legal Risk; Model Risk; Settlement Risk; Systemic Risk; Compliance Risk; Reputational Risk; Derivatives and Operations Risk; Use of Derivatives for Risk Management; Futures and Forwards; Options; Swaps; Credit Derivatives; Risk Measures.
- GreeksDurations and Convexity; Volatility; Value at Risk; Expected Shortfall; Potential Future Exposure; Credit Value Adjustment; Economic Capital; Liquidity Coverage Ratio; Risk Management Tools; Stress Testing; Scenario Analysis; P & L Variance Analysis; Sensitivity Analysis; Limits Management; Backtesting; Netting; Central Clearing; Collateralization; Summary; Chapter 4: The Derivatives Contract; Contract Terminology; Order, Trade, and Contract; Position; Financial Instrument and Product; Characteristics of Derivatives Contracts; Notional; Effective Date; Termination Date; Tenor.