ISDA highlights a selection of research papers on derivatives and risk management The Morning… Read more The Present Value
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The Present Value
ISDA highlights a selection of research papers on derivatives and risk management The Morning... Read more The Present Value
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The Present Value
ISDA highlights a selection of research papers on derivatives and risk management OTC Premia... Read more The Present Value
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ISDA highlights a selection of research papers on derivatives and risk management The Impact... Read more The Present Value
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Margin Requirements for Non-cleared Derivatives
This paper was updated on May 2, 2018. Click on the PDF below to read the... Read more Margin Requirements for Non-cleared Derivatives
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The Present Value
ISDA highlights a selection of research papers on derivatives and risk management Introducing ENNs:... Read more The Present Value
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ISDA highlights a selection of research papers on derivatives and risk management Central Clearing... Read more The Present Value
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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
Dispelling Myths: End-User Activity in OTC Derivatives
There is a perception among some commentators that only a small fraction of derivatives activity... Read more Dispelling Myths: End-User Activity in OTC Derivatives
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Central Clearing in the Equity Derivatives Market
The approval of the first central counterparty (CCP) under the European Market Infrastructure Regulation (EMIR)... Read more Central Clearing in the Equity Derivatives Market
The Value of OTC Derivatives: Case Study Analyses of Hedges
Over the past 30-plus years, innovations in the OTC derivatives markets have fundamentally advanced the... Read more The Value of OTC Derivatives: Case Study Analyses of Hedges