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Derivative (finance)

Derivative (finance)
Many money managers use derivatives for a variety of purposes, such as hedging — by taking a position in a derivative, losses on portfolio holdings may be minimized or offset by profits on the derivative. Likewise, derivatives can be used to gain quicker and more efficient access to markets; for example, it may be easier and quicker to purchase an S & P 500 futures contract than to invest in the underlying securities.[3] Derivatives are a contract between two parties that specify conditions (especially the dates, resulting values and definitions of the underlying variables, the parties' contractual obligations, and the notional amount) under which payments are to be made between the parties.[4][5] The most common underlying assets include commodities, stocks, bonds, interest rates and currencies, but they can also be other derivatives, which adds another layer of complexity to proper valuation. Still, even these scaled down figures represent huge amounts of money.

Margin (finance) Margin buying refers to the buying of securities with cash borrowed from a broker, using other securities as collateral. This has the effect of magnifying any profit or loss made on the securities. The securities serve as collateral for the loan. The net value—the difference between the value of the securities and the loan—is initially equal to the amount of one's own cash used. This difference has to stay above a minimum margin requirement, the purpose of which is to protect the broker against a fall in the value of the securities to the point that the investor can no longer cover the loan. The variation margin or mark to market is not collateral, but a daily payment of profits and losses. The seller of an option has the obligation to deliver the underlying of the option if it is exercised. Additional margin is intended to cover a potential fall in the value of the position on the following trading day. Example 1 Example 2 Futures contracts on sweet crude oil closed the day at $65.

Cascading failure An animation demonstrating how a single failure may result in other failures throughout a network. A cascading failure is a failure in a system of interconnected parts in which the failure of a part can trigger the failure of successive parts. Such a failure may happen in many types of systems, including power transmission, computer networking, finance and bridges. Cascading failures usually begin when one part of the system fails. When this happens, nearby nodes must then take up the slack for the failed component. This in turn overloads these nodes, causing them to fail as well, prompting additional nodes to fail one after another in what is also known as vicious circle. Cascading failure in power transmission[edit] Cascading failure is common in power grids when one of the elements fails (completely or partially) and shifts its load to nearby elements in the system. Monitoring the operation of a system, in real-time, and judicious disconnection of parts can help stop a cascade.

Systemic risk In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to risk associated with any one individual entity, group or component of a system, that can be contained therein without harming the entire system.[1][2][3] It can be defined as "financial system instability, potentially catastrophic, caused or exacerbated by idiosyncratic events or conditions in financial intermediaries".[4] It refers to the risks imposed by interlinkages and interdependencies in a system or market, where the failure of a single entity or cluster of entities can cause a cascading failure, which could potentially bankrupt or bring down the entire system or market.[5] It is also sometimes erroneously referred to as "systematic risk". Explanation[edit] Systemic risk has been associated with a bank run which has a cascading effect on other banks which are owed money by the first bank in trouble, causing a cascading failure. Measurement of systemic risk[edit]

Bankruptcy Notice of closure attached to the door of a Computer Shop outlet the day after its parent company declared "bankruptcy" (strictly, put into administration) in the United Kingdom Bankruptcy is a legal status of a person or other entity that cannot repay the debts it owes to creditors. In most jurisdictions, bankruptcy is imposed by a court order, often initiated by the debtor. Etymology[edit] The word bankruptcy is derived from Italian banca rotta, meaning "broken bench", which may stem from a custom of breaking a moneychanger's bench or counter to signify his insolvency, or which may be only a figure of speech.[1][2][3][4][5] History[edit] In Ancient Greece, bankruptcy did not exist. In Islamic teaching, according to the Qur'an, an insolvent person was deemed to be allowed time to be able to pay out his debt. The Statute of Bankrupts of 1542 was the first statute under English law dealing with bankruptcy or insolvency.[8] Bankruptcy is also documented in East Asia. Fraud[edit] Brazil[edit]

Nash equilibrium In game theory, the Nash equilibrium is a solution concept of a non-cooperative game involving two or more players, in which each player is assumed to know the equilibrium strategies of the other players, and no player has anything to gain by changing only their own strategy.[1] If each player has chosen a strategy and no player can benefit by changing strategies while the other players keep theirs unchanged, then the current set of strategy choices and the corresponding payoffs constitutes a Nash equilibrium. The reality of the Nash equilibrium of a game can be tested using experimental economics method. Stated simply, Amy and Will are in Nash equilibrium if Amy is making the best decision she can, taking into account Will's decision while Will's decision remains unchanged, and Will is making the best decision he can, taking into account Amy's decision while Amy's decision remains unchanged. Applications[edit] History[edit] The Nash equilibrium was named after John Forbes Nash, Jr. Let .

Demand deposit Demand deposits, bank money or scriptural money[1] are funds held in demand deposit accounts in commercial banks.[2] These account balances are usually considered money and form the greater part of the narrowly defined money supply of a country.[3] History[edit] In the United States, demand deposits arose following the 1865 tax of 10% on the issuance of state bank notes; see history of banking in the USA. In the U.S., demand deposits only refer to funds held in checking accounts (or cheque offering accounts) other than NOW accounts; however, in a 1970s and 1980s response to the 1933 promulgation of Regulation Q in the U.S., demand deposits in some cases came to allow easier access to funds from other types of accounts (e.g. savings accounts and money market accounts). For the historical basis of the distinction between demand deposits and NOW accounts in the U.S., see NOW Account#History. Money supply[edit] This did not happen, however, in the financial crisis that began in 2008. Liquidity

Fractional reserve banking Fractional-reserve banking is the practice whereby a bank holds reserves in an amount equal to only a portion of the amount of its customers' deposits to satisfy potential demands for withdrawals. Reserves are held at the bank as currency, or as deposits reflected in the bank's accounts at the central bank. Because bank deposits are usually considered money in their own right, fractional-reserve banking permits the money supply to grow to a multiple (called the money multiplier) of the underlying reserves of base money originally created by the central bank.[1][2] Fractional-reserve banking is the current form of banking in all countries worldwide.[3] History[edit] Fractional-reserve banking predates the existence of governmental monetary authorities and originated many centuries ago in bankers' realization that generally not all depositors demand payment at the same time.[4] How it works[edit] In most legal systems, a bank deposit is not a bailment. Economic function[edit] Formula[edit]

Bank run Depositors clamor to withdraw their savings from a bank in Berlin, 13 July 1931 A bank run (also known as a run on the bank) occurs in a fractional reserve banking system when a large number of customers withdraw their deposits from a financial institution at the same time and either demand cash or transfer those funds into government bonds, precious metals or stones, or a safer institution because they believe that the financial institution is, or might become, insolvent. As a bank run progresses, it generates its own momentum, in a kind of self-fulfilling prophecy (or positive feedback loop) – as more people withdraw their deposits, the likelihood of default increases, thus triggering further withdrawals. A banking panic or bank panic is a financial crisis that occurs when many banks suffer runs at the same time, as people suddenly try to convert their threatened deposits into cash or try to get out of their domestic banking system altogether. History[edit] Theory[edit]

1907 : un « bank run » fondateur aux Etats-Unis La panique bancaire, c'est à l'heure actuelle ce que cherchent à éviter les autorités chypriotes et européennes en repoussant de jour en jour la réouverture des établissements bancaires de l'île. Rares mais potentiellement lourds de conséquences, les retraits massifs d'argent liquide ont refait surface avec la crise financière : Northern Rock, Bear Stearns, Wachovia... Pris au piège, ces établissements menacés de banqueroute dès le début du krach financier de 2008 ont vu leurs clients se précipiter aux guichets par peur de voir leurs économies s'envoler. A Chypre, cette crainte est si forte qu'une fermeture de tous les établissements bancaires a été décrétée par les autorités, et ce jusqu'à au moins mardi. Vider les caisses d'un pays, surtout quand il est aussi petit et financiarisé que Chypre, aurait un effet dramatique sur le financement de l'économie et de l'Etat. Retour sur un épisode fondateur de l'économie américaine. Bien que providentielle, l'intervention de J. Audrey Fournier

Tea Party (mouvement politique) Un article de Wikipédia, l'encyclopédie libre. Manifestation de partisans du Tea Party à Washington devant le Capitole le 12 septembre 2009. Le Tea Party est un mouvement politique hétéroclite aux États-Unis, contestataire, de type libertarien qui s'oppose à l'État fédéral et ses impôts. Le Tea Party émerge au début de la présidence Obama, dans le contexte de la crise économique de 2008-2010 elle-même liée à la crise financière. Réclamant une restauration de l'esprit fondateur du pays, le Tea Party emprunte à ce titre l'imagerie de la guerre d'indépendance et son nom fait référence au Tea Party de Boston, un événement historique qui a marqué les débuts de la Révolution américaine contre la monarchie britannique au XVIIIe siècle. Le Tea Party fait référence au Boston Tea Party qui fut une révolte politique à Boston (alors capitale de la Colonie de la baie du Massachusetts) contre le Parlement britannique, en 1773.

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