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Preface (2/2)
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Preface (2/2)
by David Loader
Clearing and Settlement of Derivatives
Cover
Contents
Preface (1/2)
Preface (2/2)
Acknowledgements
Disclaimer
The development of futures and options and OTC derivatives
The first futures market
The emergence of financial futures and options markets
The first options markets (1/2)
The first options markets (2/2)
Summary
Derivative products (1/4)
Derivative products (2/4)
Derivative products (3/4)
Derivative products (4/4)
Over-the-counter derivatives
The role of the clearing house
Eurex AG
The Options Clearing Corporation (OCC)
LCH.Clearnet
Risk management
Summary
Futures processing
Futures trading
Clearing process
Use of futures
Futures clearing and settlement
Variation margin
Initial margin
Futures delivery
The delivery process
LCH.Clearnet.Clearnet delivery procedures
The process of delivery
The delivery process of Gilts through CREST
Commodity futures delivery
Physical delivery of LME contracts
The SWORD system
Soft commodities
Workflow road map (1/2)
Workflow road map (2/2)
Summary
Options processing
Workflow road map
Option exercise and assignment
Exercise and assignment procedures
Delivery
Summary
OTC products
Forward rate agreements
Swaps
Equity swap cash flow
Over-the-counter options
Settlement of OTC products
The post-trade environment
Event calendar
Communication/Information
Other settlement issues
Accounting and regulatory issues
SwapClear
Benefits of netting
SwapsWire
Summary
Using derivatives in investment management
Introduction
Basic illustration of derivatives use in asset allocation
Income enhancement
Hedging
Speculation and exposure taking
Use of OTC derivatives
Regulation and compliance
Summary
Margin and collateral
Initial margin
An explanation of delta
Intra-day margin
Spot month margin
Margin methods
Margin offsets
Variation margin
Tick size
Option margin
Settlement of option margin
Collateral
Acceptable collateral
Margining to a client
Single currency margining and settlement
Margining OTC positions
Summary
Impact of corporate actions
Introduction
OTC derivatives
Summary
Operational risk
Identifying and managing specific risks
Mapping operational risk in a derivatives operations environment
Specific operational risks
Recognising, measuring and managing operational risk
Summary
Glossary of derivatives terms (1/8)
Glossary of derivatives terms (2/8)
Glossary of derivatives terms (3/8)
Glossary of derivatives terms (4/8)
Glossary of derivatives terms (5/8)
Glossary of derivatives terms (6/8)
Glossary of derivatives terms (7/8)
Glossary of derivatives terms (8/8)
Appendix
Euronext.liffe equity index future contract specification
Euronext.liffe listed option contracts
IPE exchange for physicals (1/2)
IPE exchange for physicals (2/2)
IPE expiry dates (1/3)
IPE expiry dates (2/3)
IPE expiry dates (3/3)
LME copper brands
FSA derivatives and warrants risk warning (1/2)
FSA derivatives and warrants risk warning (2/2)
Useful websites and suggested further reading
Euronext.liffe corporate action policy (1/2)
Euronext.liffe corporate action policy (2/2)
SPAN
TIMS
Index (1/2)
Index (2/2)
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