ISDA highlights a selection of research papers on derivatives and risk management OTC Premia… Read more The Present Value
Filter by Category
OTC Derivatives Market Analysis Year-End 2012
The OTC derivatives market continues to provide essential risk management tools for all sectors of... Read more OTC Derivatives Market Analysis Year-End 2012
Documents (1)
Non-Cleared OTC Derivatives: Their Importance to the Global Economy
The traditional world of derivatives, consisting of both listed and over-the-counter (OTC) instruments, is undergoing... Read more Non-Cleared OTC Derivatives: Their Importance to the Global Economy
Documents (1)
OTC Derivatives Market Analysis, Mid-Year 2012
ISDA produces its Market Analysis to correspond with the release of the Bank for International... Read more OTC Derivatives Market Analysis, Mid-Year 2012
Documents (1)
OTC Derivatives Market Analysis, Year-end 2011
ISDA produces its Market Analysis to correspond with the release of the Bank for International... Read more OTC Derivatives Market Analysis, Year-end 2011
Documents (1)
Netting and Offsetting: Reporting derivatives under US GAAP and IFRS
Historically, the Europe-based International Accounting Standards Board (IASB) has permitted significantly less balance sheet offsetting... Read more Netting and Offsetting: Reporting derivatives under US GAAP and IFRS
Documents (1)
OTC Commodity Derivatives Trade Processing Lifecycle Events
March 2011, the International Swaps and Derivatives Association (ISDA) Commodities Steering Committee (COSC) and Commodities... Read more OTC Commodity Derivatives Trade Processing Lifecycle Events
Documents (1)
Interest Rate Swaps Compression: A Progress Report
This paper describes a risk reduction practice, portfolio compression (compression), which is conducted in the... Read more Interest Rate Swaps Compression: A Progress Report
Documents (1)
OTC Derivatives Market Analysis, Mid-2011
Analysis of the over-the-counter (OTC) derivatives market based on statistics as of June 30, 2011.
Documents (1)
Costs and Benefits of Mandatory Electronic Execution Requirements for Interest Rate Products
An in-depth discussion and analysis of the impact of electronic execution requirements on OTC derivatives... Read more Costs and Benefits of Mandatory Electronic Execution Requirements for Interest Rate Products
Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures
The counterparty credit risk exposure of 12 US bank holding companies and international banking companies... Read more Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures