Grey market and Interest rate derivative: Difference between pages

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1.  ''Competition law.''
''Risk management - hedging - interest rate risk - derivative instruments''.


Trade in manufactured goods which are bought and sold outside of the original manufacturer's officially authorized and intended trading channels.  
(IRD).


For example, parallel trading where importers bring branded goods into a market from other markets where they can be sourced more cheaply.
An interest rate derivative instrument or contract is one designed to hedge interest rate risk.


The cash flows and value of the interest rate derivative relate to an underlying reference interest rate.


2. ''Securities trading.''
Examples include forward rate agreements, interest rate swaps, cross-currency interest rate swaps, interest rate options and swaptions.


Securities trading following an announcement of a securities issue, but before the issue of the securities.


 
== See also ==
==See also==
* [[Collateral]]
* [[Black market]]
* [[Credit support annex]]
* [[Issue]]
* [[Cross-currency interest rate swap]]
* [[OEM]]
* [[Derivative instrument]]
* [[Recommerce]]
* [[Embedded derivative]]
* [[Security]]
* [[Expiry date]]
* [[Fixing instrument]]
* [[Forward rate agreement]]
* [[Hedging]]
* [[Interest rate option]]
* [[Interest rate risk]]
* [[Interest rate swap]]
* [[ISDA Master Agreement]]
* [[Linear]]
* [[Margining]]
* [[Mark to market]]
* [[Maturity]]
* [[Non-linear]]
* [[Notional principal]]
* [[Option]]
* [[Risk management]]
* [[Swaption]]


[[Category:The_business_context]]
[[Category:The_business_context]]
[[Category:Investment]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

Latest revision as of 01:00, 12 August 2021

Risk management - hedging - interest rate risk - derivative instruments.

(IRD).

An interest rate derivative instrument or contract is one designed to hedge interest rate risk.

The cash flows and value of the interest rate derivative relate to an underlying reference interest rate.

Examples include forward rate agreements, interest rate swaps, cross-currency interest rate swaps, interest rate options and swaptions.


See also

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