- – active natural gas ,
- – long , ,
- – short-term
- – stock index
- Futures hedge position
- Futures markets , , , , , , , ,
- Futures markets function effectively
- Futures positions , , , , , , ,
- Futures prices , , , , , , , ,
- Futures re-hedge buy
- Futures speculation affect
- G
- Gains losses , ,
- Gamble , , , , , , ,
- Gas , , , ,
- Gas prices , ,
- – increased natural ,
- General Motors (GM) ,
- German interest rates , ,
- German mark ,
- German mark swap rate
- German mark-denominated interest rate swap
- Givaudan
- Glen-wood Investments
- GM (General Motors) ,
- Goldman Sachs , , , ,
- Google ,
- Governance ,
- Governance reforms
- Government bonds , , , , ,
- – ten-year Japanese
- Government exit strategy , ,
- Government securities , , , ,
- Governmental affairs , , , ,
- Great recession , , , , ,
- Greenberg
- Gross domestic product (GDP)
- Group , , , , , , , ,
- Growth , , , ,
- GS ,
- GS deal
- Gulf War
- H
- Haircuts , , , , , ,
- Harvard Business Review ,
- Harvard Business School , , , , , , , ,
- Hearing on excessive speculation ,
- Heating oil , , ,
- Hedge accounting ,
- Hedge fund industry
- Hedge funds , , , , , , , ,
- – large ,
- Hedge ratio
- Hedges , , , , , , , ,
- – ideal
- Hedging , , , , , , , ,
- Hedging credit risks
- Hedging MGRM’s forward energy exposures , ,
- Helvetia , , ,
- Helvetia options ,
- Helvetia shares , , ,
- Helvetia’s share price ,
- Holmström
- Homeland security , , , , , ,
- Horizontal line
- Human resource management , , , ,
- Hunter , , , , , ,
- Hybrid position
- Hybrid short put
- I
- IANs (index-amortizing notes) , ,
- IANs appeal
- ICE (Intercontinental Exchange) , , , , , ,
- ICE contracts ,
- ICE NG futures contracts
- Illiquid , , , ,
- IMF (International Monetary Fund)
- Implications for oil traders , , ,
- Incentives , , , , , , , ,
- – aligning
- Incremental risk charge (IRC) ,
- Index , , , , , , , ,
- Index contracts
- Index option plans
- Index options
- Indexed executive stock options ,
- Industry , , , , , , , ,
- – financial ,
- Industry risks
- ING (Internationale Nederlanden Groep) ,
- Inquiries , , ,
- Institutional Investor , , , , ,
- Insurance , , , , , ,
- Insurance buyers
- Insurance companies , , , , , ,
- Insurance contracts ,
- Interest , , , , , , , ,
- Interest rate swaps , , , , , , , ,
- – dollar-denominated
- Interest rates , , , , , , , ,
- – rising , , ,
- – short-term ,
- Intermediaries ,
- International Monetary Fund (IMF)
- International reserves
- In-the-money , , , , , , , ,
- In-the-money options
- Inventories , ,
- Inverse floaters , , ,
- Investigations , , , , , , , ,
- Investment bankers , ,
- Investment banks , , , ,
- Investment decisions, wise
- Investment opportunities , ,
- Investment-grade credit indices
- Investments , , , , , , , ,
- Investors , , , , , , , ,
- Investor’s perspective
- IRC (Incremental risk charge) ,
- ISDA (International Swaps and Derivatives Association) , , ,
- ITraxx indices
- Ivy Asset Management
- J
- Jail , ,
- Japanese government bond prices
- Japanese government bonds (JGB) ,
- Japanese stock prices ,
- Japanese stock prices and interest rates
- JFA ,
- JGB (Japanese government bonds) ,
- JK (Jérôme Kerviel) , , , , ,
- – fictitious trades
- – fraudulent methods , ,
- – losses , ,
- – positions , , ,
- JM , ,
- Journal , , ,
- Journal of Accounting and Economics ,
- Journal of Applied Corporate Finance , , ,
- Journal of Derivatives , , , , , , , ,
- Journal of Finance , , ,
- Journal of Financial Economics , , , ,
- Journal of Futures Markets , , ,
- JP Morgan Chase
- JP Morgan London
- JP Morgan Tokyo
- JPM , , , , , , , ,
- JPM Bank , , ,
- JPM Bank’s loan portfolio
- JPM Investment Bank , ,
- JPMorgan Chase , , , , , , , ,
- JPMorgan Chase & Co , , ,
- Judge Feikens ,
- K
- Knowledge, superior ,
- KOC (Kendrick Oil Company) ,
- Krapels , , ,
- Kuwait Investment Authority
- L
- Landmark P&G-BT Court Opinion
- Large financial companies
- Large futures trader interactions ,
- Law , , , , , ,
- Lawsuits Amaranth
- LDE (Louis Dreyfus Energy)
- Leeson, Nick , , , , ,
- Leeson supposed ,
- Leeson’s exposures , , ,
- Leeson’s hockey stick ,
- Leeson’s iceberg ,
- Leeson’s Long Futures Positions ,
- Leeson’s trading strategy
- Lehman Brothers , , , ,
- Lenders , , ,
- Lessons , , , , , , , ,
- Lessons of long-term capital management , , , ,
- Leverage , , , , , , , ,
- – portfolio’s ,
- Leveraged factor
- Leveraging , ,
- Leveraging reverse repos
- Liabilities , , , , , ,
- LIBOR (London Interbank Offered Rate) , , ,
- LIBOR, three-month
- Life insurance ,
- Limited liability company (LLC) , , ,
- Liquidate , , , , , , , ,
- Liquidating MGRM’s futures positions
- Liquidation , , ,
- Liquidity , , , , , , , ,
- Liquidity risks , , , , , , , ,
- LLC (limited liability company) , , ,
- LNG (liquid natural gas)
- Loans , , , , , , , ,
- – collateralized
- – corporate , , ,
- Lock , , , , , , , ,
- Lock-up period
- London , , , , , , , ,
- London and New York
- London interbank ,
- London whale , , , , , , , ,
- – fiasco
- – losses ,
- – story ,
- Long forward ,
- Long futures positions , , , , ,
- Long investment in LTCM
- Long term capital , ,
- – management ,
- – mismanagement , , , , , , , ,
- – portfolio ,
- – profitability problems ,
- Loss profile , , , ,
- Loss profile of leeson’s exposures , , ,
- Loss profile of one long futures
- Losses , , , , , , , ,
- – colossal ,
- – consecutive ,
- – cumulative , , ,
- – derivative-related ,
- – dishonest
- – estimated ,
- – futures market
- – incurred , ,
- – massive ,
- – reported , , ,
- – significant , , ,
- – total ,
- – unrealized , , , ,
- – unrealized market valuation
- Louis Dreyfus Energy (LDE)
- Low price , ,
- LTCM (Long-Term Capital Management) , ,
- – assets ,
- – asset-to-equity ratio
- – equity , , ,
- – failed , , , ,
- – failure
- – losses ,
- – portfolio , ,
- – positions , ,
- – principals , , , ,
- – strategy , , , , , ,
- LTCP , ,
- Lynch, Merrill , , , , , , ,
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