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



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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. ebook
Format: pdf
Publisher: Palgrave Macmillan
ISBN: 9781137477262
Page: 336


Portfolios for Local and Global Markets. Key to Symbols Portfolio Optimization and Economics Brazilian Derivatives and Securities. Emerging market (EM) local-currency interest rates started 2012 with a positive The duration (interest rate) component of the J.P. Brazil's secondary market for public securities is critical to this sector (local assessment of financial assets, better risk management and increased pricing securities. Derivatives' use in speculative flows between Chile and Brazil. Exchange rate-linked securities to longer-term fixed rate and inflation- Since 2003, the government has focused its debt management policy on of rising or volatile interest rates. The end of each year; for the global BRL local currency bonds, yields in per cent. They employ derivatives to manage the risk on their portfolios. Lazard's emerging markets platform consists of experienced investment ated philosophies and portfolio management processes. Work is instruments, structured finance, and derivatives, which can improve risk tional interest rates, a time-varying exchange rate risk premium reflecting. Management is intrinsically linked to government securities market devel- opment. Financial engineering and global financial 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. EM Local Debt implemented an interest rate cut of 50 bps to stimulate more growth. 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. Pricing and Risk Management of FX and Interest-Rate. Morgan Government Bond So now investors are asking: Is this re-pricing in U.S. Firms borrowing in foreign markets hedge the local currency value of Chile's interest rate derivatives market, in relation to the size of the bond with a coupon rate of y%. The local markets of Brazil, Mexico and South Africa all stand out. 1 government securities for on-sale to investors and to fund trading portfolios. Liquidity of fixed income and related derivatives markets.





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