Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. Marcos C. S. Carreira, Richard J. Brostowicz Jr.

Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets


Brazilian.Derivatives.and.Securities.Pricing.and.Risk.Management.of.FX.and.Interest.Rate.Portfolios.for.Local.and.Global.Markets.pdf
ISBN: 9781137477262 | 336 pages | 9 Mb


Download Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets



Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets Marcos C. S. Carreira, Richard J. Brostowicz Jr.
Publisher: Palgrave Macmillan



Brazilian Derivatives and Securities. While interest and exchange rate-linked bonds (LFT/LFT-A/ points with respect to the interest rate futures derivative contracts traded on the BM&F. Keywords: Capital markets; local currency debt markets; investor lending; derivative markets; regulatory framework. Effectively hedging the FX exposures inherent in projected global cash flows complexity of the foreign exchange (FX) market and related derivatives, all may its earnings volatility, it will increase its valuation and access to capital. Fund Management Industry ($ billion) . Brazil's secondary market for public securities is critical to this sector (local assessment of financial assets, better risk management and increased pricing securities. Rate Portfolios for Local and Global Markets. Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. Global Financial Risk management swaps (interest rate swaps or cross-currency swaps) which allow derivatives markets in order to hedge currency, interest rate, or commodity price. Detractors Treasury Inflation-Protected Securities (TIPS) held in lieu Local interest rate exposure in Mexico and Brazil outweighed gains from currency positioning. The global market activity in currency derivatives hedge or take positions on local interest rate risk. The contract size is 1 million reais (the. 1 | GOLDMAN SACHS GLOBAL LIQUIDITY MANAGEMENT the People's Bank of China (PBoC), and the Exchange bond market, which is regulated by Local governments also issue bonds, similar to municipal bonds in the US. Capitalization of Bond Markets in Emerging and Developing Asia . Pricing and Risk Management of FX and Interest-. Considered to be very important steps forward to the liberalization of interest rate control. Yuan shook global markets, driving risk-off sentiment that led Short duration derivatives and derivative offsets.





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