Credit Derivatives white papers

Found  43 white papers and resources

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

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Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach

Company: Moody's Analytics

This white paper explores how to develop a framework that addresses the probability-weighted aspects of IFRS 9 and answers questions about the practical use of alternative scenarios. VIEW SUMMARY

Category: Regulation | Published: 21 June 2016 | Type: White Paper

Rating: + 7

Managing a Matching Adjustment portfolio

Company: Standard Life Investments

This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients. VIEW SUMMARY

Category: Asset Liability Management | Published: 09 February 2016 | Type: White Paper

Rating: + 4

Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.

Company: IBM Business Analytics

With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see. VIEW SUMMARY

Category: Operational Risk | Published: 27 October 2015 | Type: White Paper

Rating: + 5

Exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference

Company: Risk.net

Risk and Hedge Funds Review are delighted to provide you with exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference – the 1st event for leading thinkers of risk and portfolio management with in Hedge Fund and Asset Management industry. VIEW SUMMARY

Category: Asset Liability Management | Published: 19 August 2015 | Type: Video

The Free Boundary SABR: Natural Extension to Negative Rates

Company: Numerix LLC

This white paper describes one such extension of the widely used SABR model. We stress that our solution is more natural and attractive than the shifted SABR. An exact formula is derived for the option prices in the case of zero correlation between the rate and its volatility. For nonzero VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 28 April 2015 | Type: White Paper

Rating: + 4

Clearing the Hurdles to Meaningful Trade Reporting

Company: TriOptima AB

When the new derivatives rules established trade reporting as one of the key goals, regulators assumed that this would unlock the door to market transparency and the ability to monitor systemic risk. While much progress has been made, as trades flow into the trade repositories, it is widely VIEW SUMMARY

Category: Credit Derivatives | Published: 01 April 2015 | Type: White Paper

Rating: + 2

Emerging initial margin requirements

Company: IBM Business Analytics

Ongoing market uncertainty over the new and evolving margin regime for non-cleared over-the-counter derivatives has drawn many questions from firms, with too few reliable answers. This global survey – conducted by Risk and sponsored by IBM – is one of the first, VIEW SUMMARY

Category: Credit Derivatives | Published: 26 March 2015 | Type: White Paper

Rating: + 3

Operational challenges facing investment managers in 2015

Company: Swift

In this white paper, we discuss the industry challenges uncovered by this research, including: The heavy impact of regulation on investment managers– Managing regulatory reporting and compliance is taking up considerable time and effort. As a result, less time is available to innovate and respond to VIEW SUMMARY

Category: Operational Risk | Published: 16 March 2015 | Type: White Paper

Rating: + 7

Selecting the right cybercrime-prevention solution

Company: IBM United Kingdom Limited

This white paper discusses key considerations and best practices to help organizations achieve effective and sustainable cybercrime prevention. VIEW SUMMARY

Category: Compliance | Published: 09 February 2015 | Type: White Paper

Rating: + 3

Trading in FX an Equinix Series Part Three: The Equinix FX Ecosystems

Company: Equinix, Inc.

This third and final part of the series reviews the growth of the FX trading community inside Equinix data centers and the role it plays in today’s global FX market, looking ahead at how trends may evolve in the future. VIEW SUMMARY

Category: Foreign Exchange | Published: 08 December 2014 | Type: White Paper

Rating: + 5

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