derivatives portfolio

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• Portfolio Margin — The modern composite margin requirements that must be maintained in a derivatives account containing options and/or futures contracts. Portfolio margin accounting requires a margin position that is equal to the remaining liability that exists… …   Investment dictionary

• Derivatives Time Bomb — A possibile situation where the financial markets plunge into chaos if the massive derivatives positions owned by hedge funds and the large banks were to move against those parties. Institutional investors have increasingly used derivatives to… …   Investment dictionary

• Constant proportion portfolio insurance — (CPPI) is a capital guarantee derivative security that embeds a dynamic trading strategy in order to provide participation to the performance of a certain underlying asset. See also dynamic asset allocation. The intuition behind CPPI was adopted… …   Wikipedia

• Weather derivatives — are financial instruments that can be used by organizations or individuals as part of a risk management strategy to reduce risk associated with adverse or unexpected weather conditions. The difference from other derivatives is that the underlying …   Wikipedia

• Concern over Derivatives — ▪ 1996 by Patricia Tehan       Derivatives had been acquiring a bad name even before the collapse of the London based merchant bank Barings PLC in February 1995 rocked the world s banking community. But the failure of Barings brought derivatives… …   Universalium

• Property derivatives — General DefinitionA property derivative is a financial derivative whose value is derived from the value of an underlying real estate asset. In practice, because real estate assets fall victim to market inefficiencies and are hard to accurately… …   Wikipedia

• Real estate derivatives — The market for US real estate derivatives, while in a nascent stage, made significant progress in 2007. There are now a diverse set of indices and methodologies being used to create and structure real estate derivatives, for both residential and… …   Wikipedia

• List of Latin words with English derivatives — This is a list of Latin words with derivatives in English (and other modern languages). Ancient orthography did not distinguish between i and j or between u and v. Many modern works distinguish u from v but not i from j. In this article both… …   Wikipedia

• Credit Derivatives Product Company — Credit Derivatives Product Companies, or CDPC, are a business almost solely focused on selling credit default swaps contracts. IE, they basically sell insurance against someone failing to pay back a loan ( defaulting ). CDPC are usually highly… …   Wikipedia

• Macro derivatives — A macro derivative or an economic derivative is a derivative that is based on a macroeconomic figure, such as consumer confidence, jobless claims, or business climate. Probably inspired by Robert Shiller, in 2002 Goldman Sachs and Deutsche Bank… …   Wikipedia

• Efficient Portfolio Management — ( EPM) The EPM regulations set out the ways in which certain types of unit trust may use derivatives. EPM requires that all derivatives positions of the trust are covered. Dresdner Kleinwort Wasserstein financial glossary …   Financial and business terms