Home | Amazing | Today | Tags | Publishers | Years | Account | Search 
Managing Derivatives Contracts: A Guide to Derivatives Market Structure, Contract Life Cycle, Operations, and Systems


"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.

What you’ll learn

  • various execution models in the derivatives market
  • STP contract workflow within the firm and across external entities
  • market structure involving dealers, inter-dealer brokers, buy-side firms, servicing firms, regulatory bodies, and other third-party administrators
  • notable species of exotic derivatives as well as all the major derivatives product classes
  • implementation and integration of vendor and in-house platforms
  • FpML, FIX, and SWIFT protocols and standards
  • operational aspects of post-reform regulatory compliance

Who this book is for

Managing the Derivatives Life Cycle is suitable for personnel on all teams directly or indirectly engaged in derivatives trading, especially those personnel involved in derivatives operations and the underlying systems, who typically outnumber the traders and quants in a firm by an order of magnitude. Its primary readerships are newcomers to the field, middle-office teams of derivatives operations professionals, and technology personnel (project managers, business analysts,developers, and testers). Its secondary readerships include front-office teams (traders), back-office teams (payment processing), mid-level management, and auditors and compliance teams.

Table of Contents

Chapter 1: The Derivatives Market

Chapter 2: The Derivative Products

Chapter 3: Derivatives and Risk Management

Chapter 4: The Derivatives Contract

Chapter 5: The Market Players

Chapter 6: The Buy-Side Organization

Chapter 7: The Sell-Side Organization

Chapter 8: Market and Reference Data

Chapter 9: The Dodd-Frank Act and Other Reforms

Chapter 10: The Derivatives Contract Life Cycle

Chapter 11: Collateral Management

Chapter 12: Futures Life Cycle

Chapter 13: Listed Options Life Cycle

Chapter 14: OTC Cleared Contract Life Cycle

Chapter 15: OTC Bilateral Contract Life Cycle

Chapter 16: Credit Contract Life Cycle

Chapter 17: Derivatives and Information Technology

Chapter 18: IT Platforms and Systems

Chapter 19: Platform Architecture and Implementation Guidelines

(HTML tags aren't allowed.)

Network+ Guide to Networks
Network+ Guide to Networks

Knowing how to install, configure, and troubleshoot a computer network is a highly marketable and exciting skill. This book first introduces the fundamental building blocks that form a modern network, such as protocols, topologies, hardware, and network operating systems. It then provides in-depth coverage of the most important concepts in...

Direct3D Rendering Cookbook
Direct3D Rendering Cookbook

50 practical recipes to guide you through the advanced rendering techniques in Direct3D to help bring your 3D graphics project to life

About This Book

  • Learn and implement the advanced rendering techniques in Direct3D 11.2 and bring your 3D graphics project to life
  • Study the source code...
Energy Balance and Gastrointestinal Cancer (Energy Balance and Cancer, Vol. 4)
Energy Balance and Gastrointestinal Cancer (Energy Balance and Cancer, Vol. 4)

The gastrointestinal track provides one of the distinct systems where multiple malignancies, including adenocarcinoma of the pancreas, esophagus and colon are each associated with obesity. This unique association is covered in this volume of Energy Balance and Cancer from the epidemiologic, biologic and potential etiologic viewpoint. The...

Professional C# (2nd Edition)
Professional C# (2nd Edition)

If we were to describe the C# language and its associated environment, the .NET Framework, as the most important new technology for developers for many years, we would not be exaggerating. .NET is designed to provide a new environment within which you can develop almost any application to run on Windows, and possibly in the...

Windows Forensics: The Field Guide for Corporate Computer Investigations
Windows Forensics: The Field Guide for Corporate Computer Investigations

The evidence is in--to solve Windows crime, you need Windows tools

An arcane pursuit a decade ago, forensic science today is a household term. And while the computer forensic analyst may not lead as exciting a life as TV's CSIs do, he or she relies just as heavily on scientific principles and just as surely solves crime.


Web Search Engine Research (Library and Information Science)
Web Search Engine Research (Library and Information Science)

Web Search Engine Research, edited by Dirk Lewandowski, provides an understanding of Web search engines from the unique perspective of Library and Information Science. The book explores a range of topics including retrieval effectiveness, user satisfaction, the evaluation of search interfaces, the impact of search on society, reliability of...

©2021 LearnIT (support@pdfchm.net) - Privacy Policy