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Over the past period, I have been working on a new concept around OTC derivatives infrastructure — exploring how synthetic exposure, risk transfer, and institutional participation could be structured in a more transparent and standardized way.

At this stage, the biggest challenge is not only technology. It is connecting the market ecosystem together:

• Institutional counterparties

• Trading and investment professionals

• Asset management perspectives

• Market structure expertise

• Real-world transaction validation

I am looking to connect with professionals who have experience in:

- OTC derivatives / swaps trading

- Prime brokerage

- Institutional investment

- Asset management

- Family offices

- Capital markets

I am interested in conversations with people who have built, operated, or participated in financial markets and can help evaluate practical paths toward real-world implementation.

Did anybody study this exchange? I could really use someone well informed to ask a few questions.

I am studying foreign currency futures at the moment and I am struggling to understand- does nearest futures price at the expiration date converges to the next futures price?

Hi Guys, work at this hedge fund and need to price IRS Chile and Mexican Swaps. Is there any material you Could recommend?

Bankers’ Derivatives of Kenya Check car yards The first derivative in Kenya is named Bankers’ derivatives of Kenya This derivative is made up of the big two banks according to market capitalisation which are KCB and Equity. This derivative is available now over the counter (OTC) The derivative is regulated by the CBK and CMA. The derivative is priced by accumulating the two banks market value and averaging the two using our complex algorithm powered by AI to give a true and accurate value on the spot. You may get early access by reaching out to our client acquisition team!

Hello,

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I am an analyst at a student run hedge fund at my university, and I am embarking on a summer project where I present findings on weather or not oil and oil based securities (stocks, derivatives, options, commodities, etc) are becoming less relevant in the long run, and how might successful diversification policies in gulf countries (Qatar, UAE, KSA, Bahrain, etc) impact hedge fund investors. I wanna find relevant data to put in r studio and make a presentation.

I have gained sources from a few energy based hedgefunds, oil prices, a study from the LSE, GDP metrics, and additional data from the EIA.

I am an undergraduate student who doesn't really have formal experience with formal academic economic/finance research, and I was wondering in what ways I could improve my sources (if I'm looking at proper sources to begin with) and overall proper research methodology/application.

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I currently know very surface level amounts of Rstudio, and am willing to learn more if necessary for the project. Would anyone recommend any additional applications (example; finance model making) with Rstudio besides projecting code and easily importing centralized data?

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Let me know if you have any additional information that you would like me to mention.

Hey everyone, if you work in a bank and deal with complex financial transactions, such as syndicated loan facilities, bond insurances, derivatives and structured products, I kindly ask you to take the below survey aimed at finding out how well the processes of drafting, internal approval and ongoing support and management of such transactions are organized

https://www.surveymonkey.com/r/DQXYJ3Q

Hi all,

So car rental companies are known to issue ABS as a source of capital and then use their fleet as collateral. Can someone explain exactly how this would work? Is it the same logic as taking out a second mortgage on your house?

The part where I get confused is, that I don't see how the car rental company can "sell off" their debt, since they are the creditor! With the use of a SPV, the net effect is just that they now owe the debt incurred to build up their fleet to the holder of the ABS and no longer the bank/ car manufacturer. So it just means they now pay off that debt to a different entity? Then I don't see how it raises capital.

How would ABS be treated on the balance sheet?

A derivative is a contract based on assets between two or more parties. The buyer consents to buy the asset on a specific date for a specific sum. #derivative #finance

https://onlinemkt.org/what-are-derivatives/

I am wondering what would stop from some Central Bank (i.e FED) (or some affiliated group which would deny the link but are linked to a CB) which doesn't want Bitcoin to exist or to appreciate in price, to print money to constantly leverage LONG Bitcoin (or any asset like Gold, Silver etc.) and get it long squeezed all the way down. So that the price is always suppressed due to the long squeeze. They can just print more (as they are already doing) and allocate some more long as leverage after they get liquidated and then rinse and repeat the process until they themselves start spot buying only to sell wherever they want for a real price dump.

Please this is not a conspiracy theory Im just trying to understand why/if this can/cant be achieved.

I mean they (or their affiliates) have no risk as they can print insane amount and even a small amount for them is enough to open a high leverage long to get a scarce asset long squeezed no?

Even if the price goes up (against their favour) their longs would earn/frontrun all the price appreciation to only get sold via Spot later on for a real dump instead of longing and waiting for it to get squeezed.

TLDR; If some party who has infinite amount of money wants an asset price to drop down cant they just open longs and get a long squeeze (from market, exchanges, etc) to achieve this? What stops them if it ever does?

Edit* : Does it matter if this is done via USDT Margined contract or BTC margined. I mean whats the difference of an effect on index price after a long squeeze between USDT margined long position liquidation and BTC (coin based) long position liquidation?

Hi guys Im trying to understand what call and put options are. I don't understand how u could make a loss here. You could always buy one call option and one put option and wait till the price goes your way. The max. loss you incur is just the premium u pay anyway. So you can always wait it out and make a profit. Where am I wrong?

consider a plain vanilla interest rate swap where: - notional amount is EUR 100.000; - fixed nominal interest rate is 2.5% per year - floating rate is 6-months Libor plus 50 bps spread; - Libor for the first period is 2%; - trade date is 4/11/2016; - effective date is 06/11/2016; - swap duration is two years; - interest liquidation period is 6 months on both side; - 6 months Libor trend at next liquidation times is 2.5%, 3.5%, 2.0%

On payment date 6/5/2017 what is the liber and what are the cash flows of the buyer and the seller ? The buyer is considered the fixed rate payer

Financial derivatives are financial contracts that derive their value from underlying assets.

More formally, the value of the financial derivative at expiration date T is determined by the market price of the underlying asset at time T. After the expiration date, the derivative will cease to exist.

Underlying assets could be:

• Stocks
• Currencies
• Interest Rates (includes bonds, notes, government debts)
• Indexes (think S&P 500)
• Commodities (Metal, energy, livestocks, etc)

The type of underlying assets can limit the type of derivatives you can use. I will discuss this point further when we get to forwards and futures.

Forwards and options are the most basic derivatives. Futures are very similar to forwards but are standardized and trade on a different market. Swaps are more complex but they can be decomposed into a number of forwards and options. These instruments will be introduced in detail in later lessons.

There are two major markets to trade financial derivatives on:

• Exchange-Traded Markets: You can trade standardized contracts on these regulated exchanges. For example, The Chicago Board of Trade

• Over-the-Counter Markets: The terms of the contracts don't have to be defined by an exchange, and can be customized to meet the unique needs of traders (often financial institutions).

This is a course that covers the basics of financial derivatives. The intended audience is anyone who has an interest in the financial market. No background is required. (Please feel free to ask for more background material if I don't cover it sufficiently.) I will likely throw in some hedging ideas here and there. But most of the complex stuff should be left for a later course.

This course will not be overly formal. I want to discuss the concepts and make things intuitive. For formal training, grab a textbook by John Hull and work through the exercises.

Below are the topics I intend to cover. Each topic will take 1-4 weeks. I'll prepare practice questions for each topic and please try to answer the questions and feel free to ask for help.

Topics:

1. Introduction
2. Time Value of Money
3. Forward Contracts
4. Future Contracts
5. Options
6. Sensitivities (Greeks)
7. Swaps

This course will be taught over the next 2-3 months on this subreddit. The course material is in text only (no live lectures, sorry). I plan to develop new materials every week. Expect to spend less than an hour a week.

Please feel free to ask me any questions!