LEADER 01182nam 2200349Ia 450 001 996385793303316 005 20200818215341.0 035 $a(CKB)4940000000076666 035 $a(EEBO)2240924584 035 $a(OCoLC)ocm12354046e 035 $a(OCoLC)12354046 035 $a(EXLCZ)994940000000076666 100 $a19850806d1647 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 12$aA brief declaration of Jesus Christ, His peculiar love to beleevers, and how they may abide in it$b[electronic resource] $ein a meditation on Ioh. 15. 1 to 10 /$fby Tho. Moore 210 $aDelff $cPrinted by Michiel Stare$d1647 215 $a[2], 109, [2] p 300 $aErrata: p. [2] at end. 300 $aReproduction of original in Huntington Library. 330 $aeebo-0113 606 $aSermons, English$y17th century 615 0$aSermons, English 700 $aMoore$b Thomas$cSenior.$0363631 801 0$bEAA 801 1$bEAA 801 2$bm/c 801 2$bWaOLN 906 $aBOOK 912 $a996385793303316 996 $aA brief declaration of Jesus Christ, His peculiar love to beleevers, and how they may abide in it$92424690 997 $aUNISA LEADER 07770nam 22007095 450 001 9910298559503321 005 20200920032625.0 010 $a9781430262756 010 $a1430262753 024 7 $a10.1007/978-1-4302-6275-6 035 $a(CKB)3710000000249704 035 $a(EBL)1964704 035 $a(OCoLC)893677152 035 $a(SSID)ssj0001354192 035 $a(PQKBManifestationID)11906049 035 $a(PQKBTitleCode)TC0001354192 035 $a(PQKBWorkID)11322374 035 $a(PQKB)10090722 035 $a(MiAaPQ)EBC1964704 035 $a(DE-He213)978-1-4302-6275-6 035 $a(CaSebORM)9781430262756 035 $a(PPN)181346281 035 $a(OCoLC)900464562 035 $a(OCoLC)ocn900464562 035 $a(EXLCZ)993710000000249704 100 $a20140929d2014 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aManaging Derivatives Contracts $eA Guide to Derivatives Market Structure, Contract Life Cycle, Operations, and Systems /$fby Khader Shaik 205 $a1st ed. 2014. 210 1$aBerkeley, CA :$cApress :$cImprint: Apress,$d2014. 215 $a1 online resource (476 p.) 225 1 $aThe expert's voice in finance 300 $aDescription based upon print version of record. 311 08$a9781430262749 311 08$a1430262745 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aContents; 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 327 $aOperational 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 327 $aCurrency 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 327 $aAccounting 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 327 $aGreeksDurations 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 327 $aCounterparty 330 $a"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. 517 3 $aGuide to derivatives market structure, contract life cycle, operations, and systems 606 $aBusiness 606 $aManagement science 606 $aBusiness and Management, general$3https://scigraph.springernature.com/ontologies/product-market-codes/500000 615 0$aBusiness. 615 0$aManagement science. 615 14$aBusiness and Management, general. 676 $a332.02401 700 $aShaik$b Khader$4aut$4http://id.loc.gov/vocabulary/relators/aut$01059567 801 0$bUMI 801 1$bUMI 906 $aBOOK 912 $a9910298559503321 996 $aManaging Derivatives Contracts$92507053 997 $aUNINA