Episode 38: US Treasuries and Bank Balance Sheet Capacity

Darrell Duffie, professor at the Stanford Graduate School of Business, has highlighted shrinking bank balance sheet capacity as a key reason for bouts of illiquidity in the US Treasury market. What’s the answer?

Please view this page via Chrome to access the recording.

How and Why Pension Funds Use Derivatives

With over $58 trillion in assets globally, pension fund managers are major participants in financial markets and play a vital role in helping to provide post-retirement incomes for plan employees. Meeting such an important goal requires careful consideration of investment...

Climate Risk Scenario Analysis Phase 4

Climate scenario analysis has become a useful tool for banks and financial institutions to understand the short- and long-term financial risks associated with climate change, particularly in light of evolving regulations and an increased emphasis on reducing the impact of...

ISDA & EMTA Market Practice 45

ISDA & EMTA jointly published the attached updated market practice regarding the determination of barrier events for Brazilian Real non-deliverable continuously monitored barrier option transactions.