The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

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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

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

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

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