Useful Documents
These properity documents have been kindly donated by the authors and companies for free distribution via the RED-SIG website. The title of the document, a summary, the author and the authors' contact details are provided.
| Title | Merrill Lynch Real Estate Derivative Handbook |
| Abstract | A Merrill Lynch primer to US real estate derivatives, based on the NCREIF Property Index (NPI) |
| Author | Kiva Patten, Merrill Lynch |
| Download | ML_RED_Handbook.pdf (192Kb) |
| Title | "Commerical Real Estate Derivatives, They're Here ... Well, Almost" |
| Abstract | PREA Quarterly Magazine - Winter 2007. Article on the development of Property Derivatives. |
| Author | Jim Clayton, PREA |
| Download | PREA_Clayton_derivatives.pdf (210Kb) |
| Title | Merrill Lynch ISDA Documentation Primer |
| Abstract | A Merrill Lynch primer regarding the arrival of Property Derivative ISDA documentation |
| Author | Kiva Patten, Merrill Lynch |
| Download | ML_PD_ISDA_Documentation.pdf (167Kb) |
| Title | Website link to ISDA document "Ten Themes" |
| Abstract | An introduction to the documentation of OTC Derivatives |
| Provided By | Authored Allen & Overy, linked to ISDA.org |
| Download | Website Link to ISDA (39Kb) |
| Title | Standard ISDA documentation for total return swaps |
| Abstract | Standard documentation used to confirm the the terms and conditions of Property Index Derivative Transactions |
| Provided By | Phil Barker, GFI Group |
| Download | GFI_ISDA_Form_Y_TRS_Confirmation.doc (39Kb) |
| Title | IPD Indices for Derivatives |
| Abstract | Presentation by Ian Cullen at Terrapinn's 'Derivative World USA' conference, New York May 2007 |
| Author | Ian Cullen, IPD |
| Download | IPD_Indices_Derivatives_May07.pdf (695Kb) |
| Title | Property Asset Cash Transfers: A New Tool for Real Estate Portfolio Management |
| Abstract | 1991 paper on the potential development of a real estate index linked swap market. An insight of the future market. |
| Author | S. Michael Giliberto, J.P. Morgan Asset Management |
| Download | MG_PACT.pdf (4.5Mb) - warning: this is a large file, please ensure you have a fast connection |
Documents will continually be added to this page - please check back for more