End users' guide to risk management and derivatives: commodities, currencies, interest rates
- Hoboken Wiley India Pvt. Ltd. 2020
- xxvii, 415 p.
Table of content: Preface Acknowledgements CHAPTER 1 Risks in Markets 1.1 Introduction 1.2 Currency Risks 1.3 Commodity Risks 1.4 Interest Rate Risk 1.5 Thought for Decision Makers
CHAPTER 2 Exposures in Debt 2.1 Currency Risk 2.2 Interest Rate Exposure in Debt
CHAPTER 3 The Floating Rate Problem 3.1 Background and Debt 3.2 Risk Appetite 3.3 Hedge Products 3.4 Decision 3.5 Historical Outcome and Cost Comparison 3.6 The Risk Management Discussion
CHAPTER 4 The Cost Control Move 4.1 Introduction 4.2 Managing Debt Cost 4.3 LIBOR Movements in 2004 and 2005 4.4 Cost Control Move 4.5 Impact of Fresh Market Dynamics 4.6 Risk Management Discussion
CHAPTER 5 A “Hedged” Bet 5.1 Introduction 5.2 Debt-Related Planning 5.3 Hedging Strategy 5.4 Hedge Execution 5.5 Market Movements and Impact on Debt and Derivative 5.6 Value of DCLF’s Swap 5.7 Risk Management Discussion
CHAPTER 6 Not So Crude 6.1 Introduction 6.2 Relationship with Markets 6.3 Exposure Management: 2004–2006 6.4 Events in 2006 6.5 Aftermath of 2006 and Entry of Niran 6.6 Strategy Implementation Plan 6.7 Implementation of New Hedge Programme 6.8 Performance of the Hedge Programme 6.9 Subsequent Market Events and Impact on HYC 6.10 Board Review 6.11 Niran’s Review 6.12 Risk Management Discussion
CHAPTER 7 A Sweet Tale 7.1 Introduction 7.2 Sugar Country 7.3 Sourcing the Raw Material 7.4 Sugarnomics 7.5 Exposures at White Sugar Ltd 7.6 Preparing a Strategy 7.7 Sugar Hedge Programme 7.8 The Risk Management Discussion
CHAPTER 8 For Your Breakfast 8.1 Introduction 8.2 Business Overview 8.3 Nature of Risks 8.4 The Hedge Programme 8.5 The Risk Management Discussion
CHAPTER 9 From Carrying to Being Carried 9.1 Introduction 9.2 The Internal Audit 9.3 Risk Management Discussion 9.4 What Happened Next?
CHAPTER 10 The Friendly Coefficient 10.1 Introduction 10.2 Business and Financing 10.3 Hedging at FNKT 10.4 The Risk Management Discussion
CHAPTER 11 In Business of the Uncertain 11.1 Introduction 11.2 Exposures and Risks 11.3 Risk Mitigation Plan: The Discussion with Board 11.4 Executing Options Programme 11.5 Evaluation of Options Programme 11.6 The Risk Management Discussion 11.7 Risk Management and Governance
CHAPTER 12 Live Wire 12.1 Introduction 12.2 NCCI’s Financials 12.3 Copper Concerns 12.4 Natsuki’s (NCCI) Response to Challenges 12.5 The Deal 12.6 Understanding NCCI’s Derivative Contract 12.7 Risk Management Discussion
CHAPTER 14 The Buying Decision 14.1 Introduction 14.2 The Risk 14.3 Derivative Suitors 14.5 The Deals 14.6 Rise in Exposure, Fresh Strategies and Need for More Derivatives 14.7 Getting behind the New Derivatives 14.8 Life of Derivatives and the Finale 14.9 The Risk Management Discussion
CHAPTER 15 Save the Principal 15.1 Introduction 15.2 The Debt 15.3 Hedge for Principal Payment I 15.4 Hedge for the Final Principal Payment 15.5 Outcomes 15.6 The Risk Management Discussion
CHAPTER 16 Bonds of Concern 16.1 Introduction 16.2 General Bank and Interest Rate Concerns 16.3 Preparing Strategies 16.4 Strategy Implementation 16.5 Valuation of Liability Derivative 16.6 A Year Later 16.7 The Risk Management Discussion
CHAPTER 17 The Juggernaut 17.1 Introduction 17.2 Physical Trading 17.3 Paper Trading 17.4 Treasury 17.5 Risk Office 17.6 Escapades and Ameliorations 17.7 Derivatives Portfolio and Events in 2015 17.8 New Strategies 17.9 Sample Derivatives from OPH’s Trading Book Portfolio 17.10 Getting Behind the SPs 17.11 Risk Office Revisited
Managers are overwhelmingly end users of derivatives and prospective managers (today’s students) would become so shortly. Derivative end users are the very reason that this market exists. That’s why this book is designed for students and practitioners alike, from the perspective of derivative end user. (https://www.wileyindia.com/end-users-guide-to-risk-management-and-derivatives.html)