Commodities and Lease Rate
Über den Vortrag
Der Vortrag „Commodities and Lease Rate“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Financial Markets and Products“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Agenda
- Introduction osf commodity spot and future markets
- Basis Risk in Commodity Futures
- Commodity Forwards
- Futures term structure
- A commodity loan
- The Commodity Lease Rate
- Forward prices and the Lease Rate
Dozent des Vortrages Commodities and Lease Rate
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
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Auszüge aus dem Begleitmaterial
... - Introduction - Commodity futures and forwards - The commodity lease rate ...
... 1. Ordinary: Deterioration, spoilage, accident etc. 2. Extraordinary: wars, riots, strike etc. Delivery risk: Parties may withdraw from delivery. This risk has been greatly decreased by robust practises by clearing houses. Credit risk: Counter party risk which is mainly an issue ...
... and the price of commodity’s future contract at any given time. Changes in basis is due to changes in cost of carry of the asset. ...
... is the return that makes an investor willing to buy and lend a commodity. Some commodities (metals) have an active leasing market ...
... called the forward curve (or the forward strip) for that date. If on a given date the forward curve is upward-sloping, then the market is in contango. ...
... Then commodity discount rate and the expected growth rate of the commodity price. For a commodity owner who lends the commodity, the lease rate is like ...
... the dividend payment that has to be paid by the person who borrowed a stock. ...
... to be consistent with the forward price. Therefore, when we observe the forward price, we can infer what the lease rate would ...
... Commodity futures and forwards. The commodity lease rate storage ...
... Deterioration, spoilage, accident etc. 2. Extraordinary: wars, riots, strike etc. Delivery risk: Parties may withdraw from delivery. This risk has been greatly decreased by robust practises by clearing houses. Credit risk: Counter party risk which is mainly an issue ...
... of commodity’s future contract at any given time. Changes in basis is due to changes in cost of carry of the asset. Basis risk is generally represented by ...
... return that makes an investor willing to buy and lend a commodity. Some commodities (metals) have an active leasing market. Lease rates can typically ...
... forward curve (or the forward strip) for that date If on a given date the forward curve is upward-sloping, then the market is in contango If the forward curve is downward ...
... discount rate, α, and the expected growth rate of the commodity price, g, for a commodity owner who lends the commodity, the lease rate is like a dividend ...
... has to be paid by the person who borrowed a stock Therefore: Where δ is lease rate ...
... with the forward price. Therefore, when we observe the forward price, we can infer what the lease rate would have to be if a lease ...
