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FINS2618-Capital Markets & Institution - T2 2026
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Forward contracts carry higher credit risk than futures because:
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A fund short-hedges its A$ 40 m portfolio using SPI 200 futures (A$ 25 × index = A$ 225 000). If the index falls 2 %, approximate gain from futures?
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Under Australia’s Twin Peaks model, prudential supervision of derivative exposures lies with:
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Post-GFC reforms have reduced bilateral exposures but created new challenges mainly in:
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Air New Zealand’s 2020 hedge losses are best interpreted as:
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During the AUD fall in 2008–09 the RBA
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Purchasing Power Parity implies
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RBA intervention is described as
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Spot rate (AUD/USD) = 0.6750Australian six-month interest rate = 4.0 percent per annumUS six-month interest rate = 5.0 percent per annumTime to maturity = 0.5 yearsWhich of the following forward rates is closest to the value implied by covered interest-rate parity?
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The 1997 Thai baht crisis was caused mainly by
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