THE ENHANCEMENT OF THE DETERIORATED SOUTH AFRICAN BOND OPTIONS MARKET

Risk Governance & Control: Financial Markets & Institutions

Coert Frederik Erasmus¹ 

关键词: Bond Options;    Deterioration;    Developing Economy;    Enhancement;    Over-the-counter (OTC);    South Africa;   

DOI  :  10.22495/rgcv5i2c1art3

学科分类：社会科学、人文和艺术（综合）

来源: Virtus Interpress

【 摘 要 】

Investments, especially those in the bond market, carry a level of risk.Risks in the bond market can be mitigated by transacting in option contracts. In the developing South African economy, trading activity of over-the-counter (OTC) bond options decreased significantly.Possible deteriorating factors and interventions to enhance OTC bond options were investigated in this research.Experts in the OTC bond option market were surveyed and the quantitative data collected was analysed with descriptive statistical methods.Results indicated that three factors were positively identified as deteriorating factors in the OTC bond option market and that five different interventions were possible to possible enhance this market.

【 授权许可】

CC BY-NC