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Derivatives white papers

Found  67 white papers and resources

Risk Library provides derivatives white papers which consider current issues and thinking, market conditions and how derivatives can be used to their best effect.

In Business, a derivative is a form of contract where its value is derived from the value of underlying assets. Derivatives can be used to both hedge risk and for speculation. The most common types of derivatives are futures, options, forwards and swaps.

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Collateral and Financial Plumbing

Company: Risk Books

This Introduction to the newly published Collateral and Financial Plumbing provides a summary of the book, and provides an angle on the world of finance that was already in existence, but not widely understood by many finance professionals. Written by the leading authority on collateral, Manmohan VIEW SUMMARY

Category: Credit Risk | Published: 30 July 2014 | Type: White Paper

Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models

Company: Numerix LLC

In this paper, we will examine model validation as it is typically practiced today and then explore new approaches, including the benefits of testing with mathematical identities. VIEW SUMMARY

Category: Credit Derivatives | Published: 20 May 2014 | Type: White Paper

Rating: + 9

The OIS & FVA Relationship: The Evolution of OTC Derivative Funding Dynamics

Company: Numerix LLC

We will begin this paper with a discussion of the basics of OIS discounting and FVA for OTC derivatives—and then explore the relationship between the two concepts. We will also look at a case study that highlights the potential impact of FVA on trade profitability. VIEW SUMMARY

Category: Credit Derivatives | Published: 14 May 2014 | Type: White Paper

Rating: + 4

Model Risk: The Challenges of Legacy Code and Best Practices

Company: Numerix LLC

In this paper, we will examine the most common types and sources of model risk, and then outline best practices that practitioners can utilize in their model validation processes. VIEW SUMMARY

Category: Liquidity Risk | Published: 06 May 2014 | Type: White Paper

Rating: + 6

How Transparency in German Combined Heat & Power (CHP) Plant Production Impacts Trading

Company: Genscape International, Inc.

In this paper, Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps VIEW SUMMARY

Category: Commodities | Published: 10 April 2014 | Type: White Paper

Rating: + 3

Margin calling—Is your VaR methodology ready for initial margin on uncleared derivatives?

Company: IBM Business Analytics

In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives. The revised “near-final” draft of requirements would be phased in from 2015 to 2019, impacting the largest entities first, with the VIEW SUMMARY

Category: Credit Derivatives | Published: 19 March 2014 | Type: White Paper

Rating: + 12

Evolution for efficiency: Active Collateral Management

Company: IBM Business Analytics

Through centuries of financial innovation, experimentation, and standardization, dependable collateral has been consistently used to effectively mitigate the credit risk of financial transactions. VIEW SUMMARY

Category: Credit Risk | Published: 17 March 2014 | Type: White Paper

Rating: + 4

The optimization of everything: OTC derivatives, counterparty credit risk and funding

Company: IBM Business Analytics

The global financial crisis has created much excitement over counterparty credit risk (CCR) and, in recognition of this, banks have been improving their practices around CCR. Download this white paper to find out more. VIEW SUMMARY

Category: Credit Risk | Published: 10 March 2014 | Type: White Paper

Rating: + 14

Tomorrow’s Corporate Treasury

Company: OpenLink

Implementation schedules have slipped and VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 20 January 2014 | Type: White Paper

Rating: + 4

An introduction to the Russell UK Mid 150 Index

Company: Russell Investments

This paper describes the current state of UK mid-cap indexing and gives an overview of how the Russell UK Mid 150 Index will help provide larger capacity, quicker trading than of existing products in the marketplace. VIEW SUMMARY

Category: Structured Products | Published: 11 December 2013 | Type: White Paper

Rating: + 2

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