My Account Log in

2 options

Financial Instruments to Hedge Commodity Price Risk for Developing Countries / Yinqiu Lu, Salih Neftci.

Ebook Central Academic Complete Available online

View online

IMF eLibrary Available online

View online
Format:
Book
Government document
Author/Creator:
Lu, Yinqiu.
Contributor:
Neftci, Salih.
International Monetary Fund. Monetary and Capital Markets Department.
Series:
IMF Working Papers; Working Paper ; No. 2008/006
IMF Working Papers
Language:
English
Subjects (All):
Prices--Developing countries.
Prices.
Commercial products--Economic aspects--Developing countries.
Commercial products.
Revenue--Developing countries.
Revenue.
Options (Finance)--Developing countries.
Options (Finance).
Developing countries--Economic policy.
Developing countries.
Developing countries--Economic conditions.
Physical Description:
1 online resource (22 p.)
Edition:
1st ed.
Place of Publication:
Washington, D.C. : International Monetary Fund, 2008.
Language Note:
English
Summary:
Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier options-to hedge such risk. It then proposes the use of a new structured product-a sovereign Eurobond with an embedded option on a specific commodity price. By extracting commodity price risk out of the bond, such an instrument insulates the bond default risk from commodity price movements, allowing it to be marketed at a lower credit spread. The product is also designed to help developing countries establish a credit derivatives market, which would in turn enhance the marketability and liquidity of sovereign bonds.
Contents:
Contents; I. Introduction; II. Smooth fluctuations in Commodity Revenue Collections-Option Transactions; A. Plain Vanilla Options; Figures; 1. A Put Option Structure; B. Risk Reversals; Tables; 1. Prices of ATM Options; 2. Prices of 20 Percent OTM Options; 2. A Zero Premium Risk Reversal Structure; C. Barrier Option Structures; 3. Prices of the Up-and-Out Put Options: H=120; 3. A Knock-out Option; III. Smooth Borrowing Cost-A Structured Product; A. The Instrument; B. Intermediary; 4. The Structure of the New Instrument; C. Pricing; 5 The Involvement of Investment Bank as an Intermediary
Notes:
"January 2008."
Includes bibliographical references (p. 19-20).
Description based on print version record.
ISBN:
9786612840395
9781462397181
1462397182
9781452794501
1452794502
9781451868685
1451868685
9781282840393
1282840398
OCLC:
535146970

The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.

Find

Home Release notes

My Account

Shelf Request an item Bookmarks Fines and fees Settings

Guides

Using the Find catalog Using Articles+ Using your account