Present Value Archives | International Swaps and Derivatives Association

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Tag: Present Value

Studies | November 12, 2019

The Present Value

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

OTC Microstructure in a Period of Stress: a Multi‑layered Network Approach

The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS Spread Changes

What Drives the Short-Term Fluctuations of Banks’ Exposure to Interest Rate Risk?

Studies | July 29, 2019

The Present Value

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

Credit Default Swaps and Corporate Bond Trading

Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets

The Impact of Central Clearing on the Pricing of Sovereign Credit Default Swaps

Studies | April 29, 2019

The Present Value

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

The Anatomy of the Euro Area Interest Rate Swap Market

ENNs for Corporate and Sovereign CDS and FX Swaps

Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps

Studies | January 30, 2019

The Present Value

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

The Morning After--The Impact on Collateral Supply After a Major Default

Market Structure and Transaction Costs of Index CDS

The Promise of Blockchain Technology for Global Securities and Derivatives Markets: The New Financial Ecosystem and the ‘Holy Grail’ of Systemic Risk Containment

Studies | October 18, 2018

The Present Value

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

OTC Premia

How EMIR Data Helped Regulators Better Understand the Impact of Policies

Credit Market Choice

Studies | July 23, 2018

The Present Value

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

The Impact of Central Clearing on the Market for Single-Name Credit Default Swaps

The Impact of the Leverage Ratio on Client Clearing

The Credit Default Swap Market: What a Difference a Decade Makes

Studies | February 5, 2018

The Present Value

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

Introducing ENNs: A Measure of the Size of Interest Rate Swap Markets

The Demand for Central Clearing: To Clear or Not to Clear, that is the Question

Collateral Reuse and Balance Sheet Space

Studies | October 5, 2017

The Present Value

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

Central Clearing and Risk Transformation

Analysis of Central Clearing Interdependencies

Access to Capital and Market Liquidity

International Swaps and Derivatives Association

Tag: Present Value

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents