ISDA highlights a selection of research papers on derivatives and risk management.
Filter by Category
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
Documents (1) for The Value of OTC Derivatives: Case Study Analyses of Hedges
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) for OTC Derivatives Market Analysis Year-End 2012
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) for Non-Cleared OTC Derivatives: Their Importance to the Global Economy
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) for OTC Derivatives Market Analysis, Mid-Year 2012
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) for OTC Derivatives Market Analysis, Year-end 2011
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) for Netting and Offsetting: Reporting derivatives under US GAAP and IFRS
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) for OTC Commodity Derivatives Trade Processing Lifecycle Events
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) for Interest Rate Swaps Compression: A Progress Report
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) for OTC Derivatives Market Analysis, Mid-2011
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