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Credit Derivatives white papers

Found  29 white papers and resources

Risk Library hosts a number of Credit Derivative white papers, analyst reports and legal briefings.

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Bloomberg Ready to Support Buy-side in Valuation & Collateral Reporting under EMIR

Company: Bloomberg

Back in February this year, buy-side institutions and their bank counterparts were required to start reporting derivative trades and positions under EMIR (European Market Infrastructure Regulation). Bloomberg moved quickly to provide its EMIR reporting solution under this first phase and is already VIEW SUMMARY

Category: EMIR | Published: 15 September 2014 | Type: White Paper

Rating: + 1

Credit risk management Collateral, covenants and risk review

Company: IBM Business Analytics

Credit risk management only begins with the approval of a loan. VIEW SUMMARY

Category: Credit Risk | Published: 12 September 2014 | Type: White Paper

Rating: + 7

EMIR Special Report August 2014

Company: Bloomberg

This special report explores lessons learned from the first EMIR reporting phase, which became effective on Feb. 12, and looks forward to the newest phase, exploring what the newly reported data will tell regulators about the bigger picture of the derivatives market in the European Union. We also VIEW SUMMARY

Category: EMIR | Published: 08 September 2014 | Type: White Paper

Rating: + 3

Future Trends in Optimisation Collateral, Regulatory Capital & CCP Selection

Company: 4sight Financial Software Ltd

Financial firms are currently experiencing significant regulatory and cost pressures. This is leading to a search for ways to optimize various aspects of trade types that involve some level of counterparty credit risk (derivatives, securities lending, repo). VIEW SUMMARY

Category: Compliance | Published: 01 August 2014 | Type: White Paper

Rating: + 7

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

Rating: + 6

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: + 10

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

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

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