Derivatives

The derivative universe of financial products consists of a broad group of products designed to manage various markets risks, such as interest rate, currency, inflation, credit.

The wrapping is either unfunded as in a pure derivative format, or funded in the format of either structured notes or structured deposits. These products can either be used for taking on various market risks or laying of the same risks, and they are well suited to adjust, eliminate and fine tune specific exposures. The derivatives can either be products with a linear pay-off like interest rate swaps or products with non-linear risk profiles like swaptions or caps.


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Derivatives
Managing interest rate and currency risks using 1st, 2nd or 3rd generation derivative products for sovereign and supranational customers primarily in Northern Europe. We offer our customers interest rate and currency hedging opportunities in all major currencies but with special focus on EUR, DKK, SEK, NOK and a number of Eastern European currencies in maturities stretching to to 30 years.

Inflation derivatives
Managing inflation risks - either specific, contractually defined or indirect - using inflation swaps and options for corporate and institutional, sovereigns and supranational customers primarily in Northern Europe. We offer our customers inflation hedging opportunities in Danish, Swedish, Norwegian, Finnish and European inflation indices.

Structured Notes
Principal protected bonds enabling our customers on the asset side to benefit from movements in equities, foreign exchange, fixed income, commodities or other underlying asset classes, while only taking on limited downside risks. The issuer of these structured notes can be Danske Bank as well as several other highly rated frequent issuers.

Structured deposits 
Structured Deposits have the same structure as in a structured note but in deposit format and typically with somewhat shorter maturities.


Exemption from margin requirements

Go to list on exemption from margain requirements for intra-group OTC derivative transactions.


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