Sentences with phrase «hedging instruments»

Developed a generic quantitative model in MATLAB, which is applicable to transitions of both equity and fixed income portfolios between major financial markets, leveraging futures and other derivatives as hedging instruments

Liew noted risks to China's bond market, such as a lack of liquidity, a lack of a variety of hedging instruments and concerns over the legal framework, such as when a company restructures its debt.

There is no question that a 30 billion dollar participation in hedging instruments by the gold producer can only result in a significant if not history making melt down of the hedging vehicles.

Apart from its reliability and timelessness, gold ownership is also an important hedging instrument against geopolitical disruption and turmoil, especially, when stored outside one's one jurisdiction.

Since my group had expertise in executions of likely hedging instruments, my boss had convinced The Boss that he should call us if he ever needed help executing a hedge.

Balance sheet friendly, supports long and short positions (receive vs. pay), The position can be unwound quickly on - demand Cons: swap spreads risk exposure if the investor wants to hedge instruments correlated with part of the Treasury curve.

As market volatility increased, contract volumes rose in the first quarter with particular strength in interest rate hedging instruments where CME holds a dominant position.

A put option on a stock or index is the classic hedging instrument.

Suitable hedging instruments may not be available for currencies of emerging market countries.

Yet, there are no good hedging instruments in the crypto market.

Agricultural land in the Great Plains has seen strong price growth over the past few years, as institutional investors found it an attractive hedge instrument against inflation expectations, coupled with strong returns.

We enter into interest rate swap agreements and other hedging instruments to hedge the interest rate risk associated with a portion of our repurchase agreement borrowings and securitized debt.

The pricing of hedging instruments is related to the potential downside risk in the underlying security.

To that end, volatility indices serve to provide directional exposure to spot VIX, either as a trading vehicle or as a hedging instrument to attenuate tail risk events.

@PlanMaestro many exposures are impossible to hedge b / c the contracts r long - term, and hedge instruments r usually far shorter $ $ Aug 09, 2012

Possibly you could use it as a hedging instrument if it's correlated in some way with another asset you're holding.

The challenge of delivering unattainable results (necessary to justify substantial fees) has created «pronounced growth and increasing complexity of collateralized debt obligations», and the complex models «used to price and hedge these instruments are just beginning to be tested.»

It is noteworthy that VIX futures exhibits stronger negative correlation with credit bonds than VIX spot, and therefore argues for a stronger case of VIX futures as a hedging instrument for bonds.

So to see if you're smarter than the market, subtract all the costs for the hedging instruments from your envisaged dividend yield and see if your still better than the lending rate.

Accounting rules require the fixed - rate liability used as the hedging instrument to be adjusted to fair value, with gains or losses recorded in the «other comprehensive income» account within the equity section of the balance sheet.

Following the financial crash, and various mis - selling scandals (PPI, packaged accounts, mis - described funds and hedging instruments to name a few), banks are under a lot of regulatory scrutiny and on the...

This is particularly true in light of the recent and largely unforeseen, collapse in the price of crude oil, which has had a massive impact in a largely oil - dependent country like Nigeria, such that clients are now focusing a great deal on insolvency, restructuring, prepayment facilities, derivatives and hedging instruments and issues.

As Bitcoin markets are as volatile as ever and institutions are in dire need of hedging instruments, the LEAPS contracts are one of the best options at the moment.