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Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets / Salih Neftci, Andre Santos.

IMF eLibrary Available online

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Format:
Book
Government document
Author/Creator:
Neftci, Salih.
Contributor:
Santos, André.
Series:
IMF Working Papers; Working Paper ; No. 2003/201
IMF Working Papers
Language:
English
Subjects (All):
Interest rates.
Interest rate futures--Econometric models.
Interest rate futures.
Bonds--Developing countries.
Bonds.
Derivative securities.
Physical Description:
1 online resource (30 p.)
Place of Publication:
Washington, D.C. : International Monetary Fund, 2003.
Language Note:
English
Summary:
This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by less. Their embedded options work as a cushion and replicate the trading gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative markets in developing countries and eventually increase demand for long-term government bonds. Informal evidence from OECD countries suggests that these bonds were useful in the 1980s, when interest rates were volatile.
Contents:
""Contents""; ""I. INTRODUCTION""; ""II. THE STABILIZING PROPERTIES OF PUTTABLE AND EXTENDIBLE BONDS""; ""A. Hedging Long Positions in Long-Term Bonds""; ""B. Puttable and Extendible Bonds Written on Discount and Coupon Bonds""; ""C. Credit Risk Aspects""; ""III. MIMICKING MARKETS FOR INTEREST RATE DERIVATIVES ON GOVERNMENT BONDS""; ""A. The Brazilian Government Bond Markets""; ""B. Some Weaknesses of Emerging Bond Markets""; ""C. Measuring the Effect of C-Bond Volatility""; ""D. The Effect of Puttable Bonds""; ""IV. EXPERIENCE WITH PUTTABLE AND EXTENDIBLE BONDS""; ""V. CONCLUSION""
""PRICING GOVERNMENT BONDS""""REFERENCES""
Notes:
Description based upon print version of record.
Includes bibliographical references.
Description based on online resource; title from PDF title page (ebrary, viewed September 17, 2015).
ISBN:
9786613820815
9781462384983
1462384986
9781452719771
1452719772
9781282413788
1282413783
9781451918953
145191895X

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