The Present Value

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

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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

Documents (1) for Costs and Benefits of Mandatory Electronic Execution Requirements for Interest Rate Products

Documents (1) for Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures

Documents (1) for The Economics of Central Clearing: Theory and Practice, by Dr. Craig Pirrong, University of Houston