This paper highlights changes in the size and structure of global over-the-counter interest rate derivatives… Read more Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
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Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update
Evidence has emerged that over-the-counter derivatives markets have fragmented along geographical lines since the start... Read more Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update
Made-Available-to-Trade(MAT): Evidence of Further Market Fragmentation
On May 16, 2013 the CFTC approved the \’made-available-to-trade\’ (MAT) rule, which gives the market... Read more Made-Available-to-Trade(MAT): Evidence of Further Market Fragmentation
Interest Rates Derivatives: A Progress Report on Clearing and Compression
How much of the OTC derivatives market is cleared? How much remains to be cleared?... Read more Interest Rates Derivatives: A Progress Report on Clearing and Compression
Adverse Liquidity Effects of the EU Uncovered Sovereign CDS Ban
On November 1, 2012, the provisions of the EU regulation which bans uncovered short-selling of... Read more Adverse Liquidity Effects of the EU Uncovered Sovereign CDS Ban
Cross-Border Fragmentation of Global OTC Derivatives: An Empirical Analysis
In December 2013, ISDA published "Footnote 88 and Market Fragmentation: An ISDA Survey" (see December... Read more Cross-Border Fragmentation of Global OTC Derivatives: An Empirical Analysis
Footnote 88 and Market Fragmentation: An ISDA Survey
Earlier this year, the CFTC required that swap execution facilities (SEFs) with temporary SEF registration... Read more Footnote 88 and Market Fragmentation: An ISDA Survey
CDS Market Summary: Market Risk Transaction Activity
This edition of ISDA Research Notes analyzes the data on the CDS market and provides... Read more CDS Market Summary: Market Risk Transaction Activity
A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Basel Committee permits firms to use a variety of methods to calculate regulatory capital... Read more A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
Concentration of OTC Derivatives among Major Dealers
(Number 4, 2010)
The Economic Role of Speculation
(Number 2, 2010) Research Note / Press Release