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STUDENT MATRICULATION NUMBER: 080003025
NB. Do not put your name on either the cover sheet or on your essay.
 ______________________________________________________________________ University of St AndrewsSchool of Economics & FinanceAcademic Year 2008-09
Essay Cover SheetLevel 2000
MODULE NUMBER: EC2008MODULE NAME: TOPICS OF FINANCELECTURER/TUTOR NAME:TUTORIAL TIME (if applicable):ESSAY TITLE:
What are the specific roles and functions of derivatives in financial markets and in the real economy?Provide clear and detailed arguments explaining the role derivatives have played in the emergence and severity of thefinancial crisis of 2007-2008. In your essay, do not just provide a one-sided argument on the ‘evils’ of derivatives but alsocomment upon how the existence of derivatives markets enhances an economy’s ability to grow.
WORD COUNT: 1002DATE: 10/12/09
 
What are the specific
roles
and
functions
of derivatives in financial markets and in the real economy?
-
role derivatives have played in the emergence and severity of the financial crisis of 2007-2008.
-
Comment upon how the existence of derivatives markets enhances an economy’s ability to grow.
Derivatives can be defined as financial products, such as futures contracts, options andmortgage backed securities. Most of derivatives value is based on the value of an underlyingsecurity, commodity, or other financial statement
1
. More simply, derivatives in finance have asimilar basic principle as the field of Chemistry in which a derivative is defined as ‘asubstance that can be derived from another substance.’
2
Essentially, the purpose and initialfunction of Derivatives is to promote economic efficiency by hedging financial risk orspeculation, as well as playing a role in helping minimize information asymmetry betweendepositors and administration. If this is the role they play, at first glance it is difficult to seehow they are implicated in the 2007 – 2008 financial crisis. The idea and thinking behind the working of derivatives can be traced back to evenAristotelian times
3
and is seen throughout history such as in the
letter de faire,
a form of future contract used in trading contracts in the 12
th
Century
4
. However it was not really until1975 when the Chicago Board of Trade recognised that by turning future contacts intofinancial instruments, i.e. financial derivatives, risk could be hedged, that financialderivatives came into mainstream use. They seemed to be the instrument that would cure many problems, enabling people toformulate plans with greater confidence about the costs of their finance. Financial derivativescome in a variety of different formats; options, giving one the option to buy or sell somethingin the future at a fixed price, swaps, contracts allowing one to swap one cash flow for anotherand Future and forward contracts. They can also be divided into two categories, ‘EquityDerivatives’ and ‘Credit Derivatives’, the latter being the most common. Credit Derivativesgive the user exposure to credit risk; the price is guided by the credit risk of the economicagents such as private investors or governments.Derivatives are used extensively in the financial markets and real economy because they dohold a substantial amount of benefits. They allow both firms and individuals to achievepayoffs which would not be achievable otherwise as well as enabling investors to tradeinformation which would otherwise be unaffordable. This increases efficiency with in thefinancial markets. Without financial derivatives one would have to sell a stock which one doesnot own, often a challenging task, as such stock must be borrowed from he who does own
1
Morris, Virgi
 
nia B:
Standard & Poor’s Dictionary of Finan
 
cial Terms
(Lightbulb Press, Inc., 2007) pg. 55
2
Merriam Webster in
 
c.:
The Merr 
 
iam Web
 
ster Dict 
 
ionary 
(Merriam Webster, 1997)
3
Siems, T. F.:
10 Myths about Financial Derivatives,
(Cato Policy Analysis no. 283 – 199
 
7).
4
Capasso, D. R.:
Trading on the Seattle Merc,
(New York, J. Wiley. - 1995)
 
them, inevitably making the process of the incorporation of adverse information in stockprices unnecessarily long-drawn-out. A derivative such as a put-option avoids this slowprocess. The financial market is rife with risk; essentially two attitudes can be taken towards dealingwith this risk, risk aversion and risk seeking. It is in risk seeking that financial derivatives playa key role, moving from risk from the averse to the seeking. Derivatives are a sort of riskmanagement instrument as stated earlie
 
r; a derivatives value is dependant on price changesin underlying assets. Risk management of underlying assets such as bond, stocks andforeign exchange is executed via the means of hedging. To hedge is to make an offsettingposition in a related security, for example in a derivative such as a futures contract, reducingrisk for the underlying asset is transferred to another body. Successful risk management iskey in promoting economic stability within the financial markets and is something thatfinancial derivatives have a crucial role in.Derivatives transfer frisk from those who don’t want it to those who do (in hope of making aprofit). By getting rid of this risk financial institutions are able to afford to invest more,promoting economic growth. Most derivatives are sold in private trade and thus are not asviciously regulated as trade in the public stock market is. It is perhaps here that we find theirdownfall, lack of regulation can result in misuse of derivatives this build up of misuse isargued to be have been one of the factors involved in the financial crisis 2007 – 2008.Securitisation, the process of combining assets to create financial instruments andregrouping them and putting them back on the market is one use which is subject toCriticism. Essentially Securitisation is the dispersing of debt, and with lack of regulation thiscan be done with the debtor unaware, and with little regulation the debt is consequently hardto chase.Derivatives are also dependant on the credibility of counterparties. Warren Buffet pointed outthat "Unless derivatives contracts are collateralized or guaranteed, their ultimate value alsodepends on the creditworthiness of the counterparties to them.”
5
The truce and initialconcept of derivatives in itself does not necessarily have the potential to cause a financialcrisis, however misuse and lack of regulation and knowledge can result in vast sums of money unaccounted for. Generally Derivatives are not documented on balance sheets astheir payoffs don’t necessarily correlate with the notional amount and thus they woulddisrupt the sheet. However as a result of their off balance status, they can serve the functionof wiping the balance sheet if necessary.
5
Warren Buffet on Derivatives : http://www.fintools.com/docs/Warren%20Buffet%20on%20Derivatives.pdf 
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