ISDA highlights a selection of research papers on derivatives and risk management The Morning… Read more The Present Value
Filter by Category
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management Central Clearing... Read more The Present Value
Documents (0)
ISDA Margin Survey 2017
Continued growth in cleared derivatives and the implementation of new margining rules for non-cleared derivatives... Read more ISDA Margin Survey 2017
Documents (1)
SwapsInfo Second Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo Second Quarter 2017 Review
Documents (1)
SwapsInfo First Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo First Quarter 2017 Review
Documents (1)
SwapsInfo Fourth Quarter 2016 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo Fourth Quarter 2016 Review
Documents (1)
SwapsInfo Third Quarter 2016 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo Third Quarter 2016 Review
Documents (1)
Derivatives Market Analysis: Interest Rate Derivatives
Twice a year, ISDA analyzes interest rate derivatives notional outstanding data reported by the Bank... Read more Derivatives Market Analysis: Interest Rate Derivatives
Documents (1)
Trends in IRD Clearing and SEF Trading
The level of clearing in the US interest rate derivatives (IRD) market continued to grow... Read more Trends in IRD Clearing and SEF Trading
Documents (1)
Key Trends in Clearing for Small Derivatives Users
The European Securities and Markets Authority (ESMA) recently drew attention to concerns about clearing access... Read more Key Trends in Clearing for Small Derivatives Users
Single-name Credit Default Swaps: Review of Empirical Academic Literature
Single-name credit default swaps (“CDSs”) are derivatives based on the credit risk of a single... Read more Single-name Credit Default Swaps: Review of Empirical Academic Literature