JAIIB · AFM

DERIVATIVES

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Accounting and Financial Management for Bankers — JAIIB.

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Q

What is a derivative instrument in financial markets?

A

A derivative is a financial contract whose value is derived from an underlying asset such as stocks, bonds, commodities, currencies, interest rates, or market indices.

Q

What is a futures contract in derivative markets?

A

Standardized exchange-traded contract for future asset delivery.

Q

What are the four main types of derivative instruments?

A

The four main types are forwards, futures, options, and swaps, each used for hedging, speculation, or arbitrage purposes.

Q

What is the intrinsic value of an option?

A

Difference between underlying asset price and strike price.

Q

What distinguishes a forward contract from a futures contract?

A

A forward contract is a private, customised agreement between two parties settled at maturity, whereas a futures contract is a standardised, exchange-traded contract with daily mark-to-market settlement.

Q

What is a swap derivative contract?

A

Agreement to exchange cash flows between two parties.

Q

What is meant by 'underlying asset' in the context of derivatives?

A

The underlying asset is the financial instrument or commodity on which the derivative contract is based, and whose price movement determines the value of the derivative.

Q

What is a 'long position' in a futures contract?

A

Buyer's position obligating purchase of asset at maturity.

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