'Eurodollar futures' diaporamas de présentation

Managing Fixed-Income Positions with OTC Derivatives

1.16k views • 86 slides

Using Derivatives to Manage Interest Rate Risk

Using Derivatives to Manage Interest Rate Risk. Derivatives. A derivative is any instrument or contract that derives its value from another underlying asset, instrument, or contract. Managing Interest Rate Risk. Derivatives Used to Manage Interest Rate Risk Financial Futures Contracts

529 views • 52 slides

Hedging Interest Rate Risk

Hedging Interest Rate Risk. Treasury/Eurodollar Futures. Derivative Securities. Stocks and Bonds represent claims to specific future cash flows Derivative securities on the other hand represent contracts that designate future transactions

546 views • 43 slides

Hedging Interest Rate Risk

Hedging Interest Rate Risk. Treasury/Eurodollar Futures. Derivative Securities. Stocks and Bonds represent claims to specific future cash flows Derivative securities on the other hand represent contracts that designate future transactions

434 views • 43 slides

Chapter 9

Chapter 9. Interest Rate and Currency Swaps. The Goals of Chapter 9. 0. Define the interest rate risk for MNEs It can be decomposed into the credit risk , reprising risk , and currency risk For domestic interest rate risk, discuss the following management alternatives Refinancing

627 views • 39 slides

Chapter 15

Chapter 15. Definition of risk management: the practice of defining the risk level a firm desires, identifying the risk level it currently has, and using derivatives or other financial instruments to adjust the actual risk level to the desired risk level. Why Practice Risk Management?.

699 views • 39 slides

549 views • 39 slides

Eurodollars/Swaptions

569 views • 25 slides

Libor Crisis Chronology

252 views • 14 slides

Libor Crisis Chronology

142 views • 14 slides

Interest Rate Futures

Interest Rate Futures. Chapter 6 Focus: Eurodollar futures and duration. Eurodollar Futures Quote Q%. Q% = 100% - R% R% = 3-month Eurodollar forward interest rate (LIBOR), compounded quarterly, pertaining to contract maturity date E.G. Q% = 96 or R% = 4

509 views • 12 slides

Hedging Using Interest Rate Futures Contracts

Hedging Using Interest Rate Futures Contracts. There are two main interest rate futures contracts Eurodollar futures US T-bond futures Eurodollar futures are the most popular and active contract Open interest in excess of $4 trillion at any one point in time

300 views • 11 slides