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Derivatives Handbook Book

Derivatives Handbook
Derivatives Handbook, While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook: Risk, Derivatives Handbook has a rating of 3 stars
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Derivatives Handbook, While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook: Risk, Derivatives Handbook
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Digital Copy
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  • Derivatives Handbook
  • Written by author Schwartz
  • Published by Wiley, John & Sons, Incorporated, May 1997
  • While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook: Risk
  • While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook:
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Authors

Introduction
Ch. 1Risk and Regulation in Derivatives Markets3
Ch. 2Credit Derivatives22
Ch. 3Minimizing Operations Risk39
Ch. 4A Review of Case Law Affecting Swaps and Related Derivative Instruments57
United States Case Law57
Derivatives Litigation in Canada135
Derivatives Litigation in Australia145
Derivatives Litigation in the United Kingdom178
Ch. 5Risk Reduction through Multibranch Netting213
Ch. 6The Economics of Derivatives Documentation: Private Contracting as a Substitute for Government Regulation233
Ch. 7Report Card on VaR: High Potential but Slow Starter251
Ch. 8Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques265
Ch. 9Oversight of Derivative Markets: Who's Responsible for What?313
Ch. 10The Board of Director's Role335
Ch. 11Risk Oversight for the Senior Manager: Controlling Risk in Dealers354
Ch. 12Firmwide Risk Management: An Integrated Approach to Risk Management and Internal Control406
Ch. 13Ready - Fire - Aim: An Antidote to Derivatives Regulation by Anecdote433
Ch. 14Functional Regulation446
Ch. 15Functional and Institutional Interaction, Regulatory Uncertainty, and the Economics of Derivatives Regulation458
Ch. 16Derivatives Address497
Ch. 17Position Transparency - What Do We Need to Know and When Do We Need to Know It?504
Ch. 18Hedge Accounting: An Exploratory Study of the Underlying Issues510
Ch. 19Metallgesellschaft and the Economics of Synthetic Storage527
Ch. 20The Collapse of Metallgesellschaft: Unhedgeable Risks, Poor Hedging Strategy, or Just Bad Luck?548
Ch. 21Maturity Structure of a Hedge Matters: Lessons from the Metallgesellschaft Debacle575
Ch. 22Hedging in the Theory of Corporate Finance: A Reply to Our Critics595
Ch. 23Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets605
Glossary631
Index643


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