Managing Derivatives Contracts

€ 58,49
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Oktober 2014



"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.


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




Khader Shaik is a senior consultant to MetLife's investments division on the rebuilding of its derivatives platform to comply with Dodd-Frank regulations. He has two decades of experience in derivatives life cycle management and in building order management, trading, and risk management systems for the equities and derivatives departments of investment banks such as Citigroup, JPMorgan Chase, Merrill Lynch, and Salomon Smith Barney. He developed the statistical product for a successful financial startup and cofounded a consulting firm specializing in derivatives technology training services. He holds a bachelor's degree in computer science and engineering from Bangalore University and is certified in quantitative finance.
EAN: 9781430262749
ISBN: 1430262745
Untertitel: Understanding the Market, the Products, the Platform, and the People. Book. Sprache: Englisch.
Verlag: Springer-Verlag GmbH
Erscheinungsdatum: Oktober 2014
Seitenanzahl: 470 Seiten
Format: kartoniert
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