ISDA highlights a selection of research papers on derivatives and risk management.
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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
Documents (2) for Interest Rate Swap Liquidity Test
Documents (1) for Transparency in Over-the-counter Interest rate derivatives Markets
Documents (1) for Transparency in Credit Default Swap Markets
ISDA Publishes the Market Review of OTC Bilateral Collateralization Practices and Independent Amount Whitepaper
Press Release / Market Review / Independent Amount Whitepaper