Studies | February 16, 2023 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector Bank Funding Risk, Reference Rates and Credit Supply Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps
Studies | November 10, 2022 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents Single-Name and Index CDS Dynamics during the Market Stress of 2022 Lending Relationships and Currency Hedging It’s Not Time to Make a Change: Sovereign Fragility and the Corporate Credit Risk
Studies | August 8, 2022 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents Foreign Exchange Swaps and Cross-currency Swaps Links Between Government Bond and Futures Markets: Dealer-client Relationships and Price Discovery in the UK Illiquid Bitcoin Options
Studies | May 9, 2022 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents FX Option Volume Climate-related Transition Risk in the European CDS Market The Global Market for Exchange-traded Derivatives: 21st Century Trends, Innovation and Failure
Studies | February 25, 2022 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents Establishing a Foreign Exchange Futures Market in China Do the SDGs Affect Sovereign Bond Spreads? Who Trades Bitcoin Futures and Why?
Studies | November 8, 2021 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents The Dynamics of the US Overnight Triparty Repo Market Climate Stress Testing On the Market Structure of Central Counterparties in the EU
Studies | August 18, 2021 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents Currency Hedging: Managing Cash Flow Exposure US Dollar Currency Premium in Corporate Bonds Climate Default Swap: Disentangling the Exposure to Transition Risk Through CDS
Studies | April 29, 2021 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020 The Impact of Margin Requirements on Voluntary Clearing Decisions Cross-border Credit Derivatives Linkages
Studies | February 4, 2021 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents On the Origin of Systemic Risk Regulatory Responses to Cryptoderivatives in the UK and the EU: The Future of Cryptoderivatives in the US How the Federal Reserve's Central Bank Swap Lines Have Supported US Corporate Borrowers in the Leveraged Loan Market
Studies | November 6, 2020 The Present Value ISDA highlights a selection of research papers on derivatives and risk management. Tags: Present Value Contents Unmasking Mutual Fund Derivatives Use During the COVID-19 Crisis Emerging Markets Sovereign Spreads and Country Specific Fundamentals During COVID-19 What is Certain About Uncertainty?