Conservatives Go Exotic
- Derivative doozies. // Treasury & Risk Management;May/Jun95, Vol. 5 Issue 3, p10
Surveys various transactions in the international derivative market. Structured notes and index futures as chief culprits in swelling derivatives losses; Reverberations of the investment and trading debacles of Orange County and Barings Bros.; Derivative losses by types.
- The latest hedge for dealers and investors: swaps. Keegan, Jeffrey; O'Leary, Christopher // Investment Dealers' Digest;08/02/99, Vol. 65 Issue 31, p7
Reports on the growing swap spreads in the United States due to the increasing use of swaps as a hedge for credit risk. Comparison between swaps and US Treasurys; Supply and demand imbalance in spread product; Conservatism in the business practices of swaps dealers.
- We all share risk of the folly that destroyed Barings Bank. Stupple, Robert J. // Hudson Valley Business Journal;3/20/95 - 3/27/95, Vol. 6 Issue 23, Special report: Banking p2
Comments on various aspects of derivatives. Definition of security derivatives; Barings Bank's problem with derivatives; Advice on dealing with derivatives.
- Derivatives. // Economic Trends (07482922);Jun95, p15
Discusses the United States derivatives. Concern about the large number of banking industry participants and potential losses under financial market volatility; Commercial banks' holdings; Factors for growth.
- Louisiana Launches a Forward-Looking Bond. Lemov, Penelope // Governing;Apr2007, Vol. 20 Issue 7, p56
The article reports on the decision of Louisiana to use the forward-delivery contract and the competitively bid interest rate swap in marketing its $485 million municipal bond. It notes that the state used a forward-delivery contract because it knew what it planned to do with the bond money and...
- Swap rates vs. bond yields. // Bond Buyer;01/26/98, Vol. 323 Issue 30317, p30
Presents swap rates and bond yields in the United States as of January 22, 1998.
- DERIVATIVES & STRUCTURED PRODUCTS. // Bond Buyer;9/16/2003, Vol. 345 Issue 31720, p29
Presents several graphs depicting the bond and swap rates in the U.S.
- Swap Rates vs. Bond Yields. // Bond Buyer;8/21/2001, Vol. 337 Issue 31207, p32
Presents a graph showing cost of funds for a fixed-coupon bond compares with a synthetic bond created from variable-rate debt and a swap as of August 17, 2001.
- Miami-Dade County gives nod to swap, adjusts tax risk. McDonald, Michael; McEntee, Christopher // Bond Buyer;03/08/99, Vol. 327 Issue 30593, p33
Reports on the Miami-Dade County Commission's authorization of a water and sewer financing package in Florida, that includes an interest rate swap. Amount expected from the swap; Plans for adjusting its tax risk exposure and bidding rules; Terms of the swap deal; Plans for a bond issue in April...