Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Terminating Derivative Transactions PDF full book. Access full book title Terminating Derivative Transactions by Sylvie A. Durham. Download full books in PDF and EPUB format.
Author: Sylvie A. Durham Publisher: ISBN: Category : Derivative securities Languages : en Pages : 1720
Book Description
Terminating Derivative Transactions explains the legitimate purposes of these transactions, how they can work for the parties involved when they are properly structured, and how these transactions can be terminated in ways that minimize the damage to the parties and to the global financial system.
Author: Sylvie A. Durham Publisher: ISBN: Category : Derivative securities Languages : en Pages : 1720
Book Description
Terminating Derivative Transactions explains the legitimate purposes of these transactions, how they can work for the parties involved when they are properly structured, and how these transactions can be terminated in ways that minimize the damage to the parties and to the global financial system.
Author: Michael Simmons Publisher: John Wiley & Sons ISBN: 1119377129 Category : Business & Economics Languages : en Pages : 877
Book Description
Insight into collateral management and its increasing relevance in modern banking In the wake of recent financial crises, firms of all sizes have adjusted their policies to incorporate more frequent instances of collateral management. Collateral Management: A Guide to Mitigating Counterparty Risk explains the connection between the need for collateral management in order to alleviate counterparty risk and the actions that firms must take to achieve it. Targeted at middle and back office managers seeking a hands-on explanation of the specifics of collateral management, this book offers a thorough treatment of the subject and attends to details such as internal record management, daily procedures used in making and receiving collateral calls, and settlement-related issues that affect the movements of cash and securities collateral. An expert in financial topics ranging from trade lifecycle to operational risk, author Michael Simmons offers readers insight into a field that, so far, is struggling to produce enough expertise to meet its high demand. Presents hands-on advice and examples from a bestselling, internationally renowned author who introduces his third book on operations and operations-related activities Explains the relationship between collateral management and preventing institutional defaults, such as the recent Lehman Brothers downfall Since 2008, firms have recognized and embraced the importance of collateral management, but this book will provide practitioners with a deeper understanding and appreciation of its relevance.
Author: Andrea Geat Publisher: Lulu.com ISBN: 9881384508 Category : Derivative securities Languages : en Pages : 250
Book Description
This book takes the ISDA Master Agreement (including the Credit Support Annex) as the benchmark for any OTC Derivatives documentation negotiation and explains the relevant "DOs and DON'Ts" when it comes to the most commonly negotiated terms, providing sufficient background to help the reader make an informed decision in relation to important elections. Particular focus is on a number of areas that include but are not limited to: the ISDA modular structure: 1992 and 2002 versions, the ISDA Credit Support Annex (Title Transfer - English Law and Pledge - New York and Japanese Law), practical insights about negotiating the ISDA and CSA, the ISDA protocols and other documentation initiatives linked to EMIR and Dodd-Frank, OTC Clearing, FATCA, Asia-Pacific Regulatory overview, Give-up trading models and documentation. There is no pretention to provide the basis for the perfect negotiation strategy or approach, but there are enough negotiation tips, sample provisions and case law references to help the readers understand what is important, permissible and sensible so as to drive the negotiation effectively. The sample provisions and documentation presented in this book are for reference only and serve the sole purpose of explaining the inherent impact and significance of the underlying topics, risks and issues calling for the inclusion of certain terms. By no means this book should be read or seen as a collection of provisions or templates for general use.
Author: Simon James Publisher: CRC Press ISBN: 1317811313 Category : Law Languages : en Pages : 382
Book Description
This volume focuses on the legal risks arising in English law in the course of derivatives transactions. It discusses the following issues: the legal risks arising in the negotiation and conduct of derivatives transactions; the regulation of the derivatives market; the capacity to enter into derivatives transactions and the standard term upon which this is done; the consequences of default by a counterparty; and the standard terms on which derivatives are entered into, particularly the ISDA Master Agreement.
Author: Satyajit Das Publisher: John Wiley & Sons ISBN: 0470821655 Category : Business & Economics Languages : en Pages : 1348
Book Description
Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
Author: Khader Shaik Publisher: Apress ISBN: 1430262753 Category : Business & Economics Languages : en Pages : 476
Book Description
"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 foreword by Professor Moorad Choudhry, Brunel University Managing Derivatives Contracts is a comprehensive and practical treatment of the end-to-end management of the derivatives contract operations, systems, and platforms that support the trading and business of derivative products. This book focuses on the processes and systems in the derivatives contract life cycle that underlie and implement the activities of derivatives trading, pricing, and risk management. Khader Shaik, a Wall Street derivatives platform implementation expert, lays out all the fundamentals needed to understand, conduct, and manage derivatives operations. In particular, he provides both introductory and in-depth treatment of the following topics: derivative product classes; the market structure, mechanics, and players of derivatives markets; types of derivative contracts and life cycle management; derivatives technology platforms, software systems, and protocols; derivatives contracts management; and the new regulatory landscape as shaped by reforms such as Dodd-Frank Title VII and EMIR. Managing Derivatives Contracts focuses on the operational processes and market environment of the derivatives life cycle; it does not address the mathematics or finance of derivatives trading, which are abundantly treated in the standard literature. Managing Derivatives Contracts is divided into four parts. The first part provides a structural overview of the derivatives markets and product classes. The second part examines the roles of derivatives market players, the organization of buy-side and sell-side firms, critical data elements, and the Dodd-Frank reforms. Within the framework of total market flow and straight-through processing as constrained by regulatory compliance, the core of the book details the contract life cycle from origination to expiration for each of the major derivatives product classes, including listed futures and options, cleared and bilateral OTC swaps, and credit derivatives. The final part of the book explores the underlying information technology platform, software systems, and protocols that drive the end-to-end business of derivatives. In particular, it supplies actionable guidelines on how to build a platform using vendor products, in-house development, or a hybrid approach.
Author: Vinod Kothari Publisher: John Wiley & Sons ISBN: 1118178785 Category : Business & Economics Languages : en Pages : 523
Book Description
Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed expert in credit derivatives, explains the subject matter using easy-to-understand terms, presents it in a logical structure, demystifies the technical jargons and blends them into a cohesive whole. This revised book will also include the following: - New credit derivative definitions - New features of the synthetic CDO market - Case studies of leading transactions of synethetic securitisations - Basle II rules - The Consultative Paper 3 has significantly revised the rules, particularly on synthetic CDOs - Additional inputs on legal issues - New clarifications on accounting for credit derivatives/credit linked notes
Author: Frank J. Fabozzi, CFA Publisher: John Wiley & Sons ISBN: 9781883249557 Category : Business & Economics Languages : en Pages : 320
Book Description
The Use of Derivatives in Tax Planning provides insightful and in-depth coverage of timely issues including: tax treatments of notional principal contracts, taxation of credit derivatives, derivative tax planning applications for fixed-income instruments, using derivatives to shift income, enhancing after-tax returns, working with the straddle rules of tax code sections 1092 and 263(g), derivatives in the charitable world, using OTC equity derivatives for high-net-worth individuals, corporate applications of derivatives, synthetic exchangeables and convertibles, and structures and selected tax issues.
Author: Sylvie A. Durham
Author: Sylvie A. Durham
Author: Michael Simmons
Author: Andrea Geat
Author: Simon James
Author: Satyajit Das
Author: Khader Shaik
Author: 
Author: Vinod Kothari
Author: 
Author: Frank J. Fabozzi, CFA