ISDA highlights a selection of research papers on derivatives and risk management.
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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
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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
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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
Documents (1) for 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
Documents (1) for Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures
Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets
This short paper examines the extent of counterparty credit losses and the efficacy of credit... Read more Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets