Foreign Exchange Swaps and Cross-currency Swaps Swiss Finance Institute Research Paper Series By Angelo Ranaldo… Read more The Present Value
Filter by Category
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
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
Documents (2) for 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
Documents (1) for Dispelling Myths: End-User Activity in OTC Derivatives
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
Documents (4) for 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
Documents (1) for The Value of OTC Derivatives: Case Study Analyses of Hedges
Size and Uses of the Non-Cleared Derivatives Market
The derivatives industry has made huge progress in moving towards central clearing, particularly in the... Read more Size and Uses of the Non-Cleared Derivatives Market
Documents (1) for Size and Uses of the Non-Cleared Derivatives Market
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