ISDA highlights a selection of research papers on derivatives and risk management.
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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
Documents (1) for Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets
OTC Derivatives Market Analysis, Year-End 2010
Analysis of the over-the-counter (OTC) derivatives market based on year-end statistics published by the Bank... Read more OTC Derivatives Market Analysis, Year-End 2010
Documents (1) for OTC Derivatives Market Analysis, Year-End 2010
The Economics of Central Clearing: Theory and Practice, by Dr. Craig Pirrong, University of Houston
Regulations requiring the clearing of certain OTC derivatives through central counterparties (CCPs) are causing a... Read more The Economics of Central Clearing: Theory and Practice, by Dr. Craig Pirrong, University of Houston
Documents (1) for The Economics of Central Clearing: Theory and Practice, by Dr. Craig Pirrong, University of Houston
Swap Execution Facilities: Can they improve the structure of OTC derivatives markets?
This paper discusses important issues associated with mandating the use of swap execution facilities (SEFs)... Read more Swap Execution Facilities: Can they improve the structure of OTC derivatives markets?
Documents (1) for Swap Execution Facilities: Can they improve the structure of OTC derivatives markets?
Trade Transparency in OTC Equity Derivatives Markets
NEW YORK, Wednesday, January 26, 2011 — The International Swaps and Derivatives Association, Inc. (ISDA) today... Read more Trade Transparency in OTC Equity Derivatives Markets
Documents (3) for Trade Transparency in OTC Equity Derivatives Markets
Documents (1) for Block Trade Reporting for Over-the-counter derivatives markets
ISDA Releases Two Transparency Studies
NEW YORK, Wednesday, December 8, 2010 – The International Swaps and Derivatives Association, Inc. (ISDA)... Read more ISDA Releases Two Transparency Studies
Documents (1) for ISDA Releases Two Transparency Studies
Interest Rate Swap Liquidity Test
NEW YORK, Tuesday, November 9, 2010—The International Swaps and Derivatives Association, Inc. (ISDA) today released... Read more Interest Rate Swap Liquidity Test