Interest-rate derivatives: New pricing model to boost Latin markets

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Interest-rate derivatives: New pricing model to boost Latin markets

SuperDerivatives, an online provider of option pricing, trading and risk management, is expanding its pricing capabilities on Latin American interest-rate derivatives products, a move that should help boost liquidity in these instruments. The firm has already rolled out its platform for Mexico and Brazil, and Chile and Argentina are next on the list.

Tony Stokes, interest-rate product manager at SuperDerivatives, says that the firm’s expansion into Latin American products is a result of clients, including banks, corporates and hedge funds, clamouring for more transparent pricing information. The region is getting greater attention as investors search for yield. “Latin America is beginning to get talked about,” says Stokes, pointing out that in the region itself derivatives are starting to become an acceptable product. He adds that financial institutions are realizing that derivatives can mitigate risk not add it. Stokes points out, for example, that, in a rare move, the Brazilian central bank executed a currency swap last month, raising money in dollars and then swapping them into reais.

One stumbling block to the products’ potential is that Latin interest rate swaps and options tend to be highly illiquid instruments and information is not readily available.

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