Credit Derivatives white papers

Found  45 white papers and resources

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

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Transforming the capital markets landscape: innovation at the speed of technology

Company: Misys

Several years into the most profound economic crisis of a generation with no clear end in sight, the banking industry has suffered spectacularly. This white paper looks at the challenges that manager face when developing trading systems strategies. VIEW SUMMARY

Category: Trading Systems | Published: 19 August 2013 | Type: White Paper

Rating: + 9

Banking & finance update - Australia in focus

Company: Ashurst

This white paper looks at recent events affecting Australia’s banking sector. These include the legal risks associated with debt issuance programmes should a European Union member exit the Union, plus reforms to the Privacy Act 1988 in relation to banking and swap developments. VIEW SUMMARY

Category: Compliance | Published: 14 May 2013 | Type: White Paper

Margin lending: a brief introduction

Company: Field Fisher Waterhouse LLP

Margin lending has given individuals and corporate borrowers the opportunity to finance investments with the use of asset backed portfolios. This white paper analyses the structure of margin lending and its various risks. VIEW SUMMARY

Category: Credit Risk | Published: 13 May 2013 | Type: White Paper

Rating: + 8

A brief guide to the EU Short Selling Regulation

Company: Macfarlanes LLP

The new European Regulation on short selling and certain aspects of credit default swaps is intended to create an EU common regulatory framework for dealing with short selling issues. Macfarlanes looks in detail at how the regulation will work in practice. VIEW SUMMARY

Category: Compliance | Published: 27 November 2012 | Type: White Paper

Project bonds - what is the outlook for infrastructure?

Company: Freshfields Bruckhaus Deringer

The infrastructure finance market transitioning. As the bank market for long-term finance continues to contract, market players are waiting to see how the new models develop. Under contention includes the mix of bond and bank finance, if projects are greenfield developments or debt refinancings. VIEW SUMMARY

Category: Structured Products | Published: 23 November 2012 | Type: White Paper

Rating: + 1

Can index choice lead to new opportunities in Europe?

Company: Russell Investments

This white paper discusses the current state of European small-cap, mid-cap and SMID-cap indexing. It looks at how tracking errors can be reduced and correlations increased using a different choice of index. VIEW SUMMARY

Category: Structured Products | Published: 22 October 2012 | Type: White Paper

Rating: + 4

Rethinking Capital Structure Arbitrage

Company: Davide Avino

It is well known that the capital structure arbitrage strategy generated negative Sharpe ratios between 2005-2009. This white paper introduces four new alternative strategies that exploit the information provided by the time-varying price discovery of the equity and credit default swap markets. VIEW SUMMARY

Category: Credit Derivatives | Published: 03 October 2012 | Type: White Paper

Rating: + 2

The Benefits of Volatility Derivatives in Equity Portfolio Management

Company: EDHEC-Risk Institute

This research was produced as part of "The Benefits of Volatility Derivatives in Equity Portfolio Management" strategic research project at EDHEC-Risk Institute, in partnership with Eurex. VIEW SUMMARY

Category: Credit Derivatives | Published: 06 June 2012 | Type: White Paper

Rating: + 8

Credit Risk Modelling

Company: Risk Books

The importance of accurately modelling and managing credit risk is continuously growing, regulatory changes and evolving risk management practices have led to banks looking a lot more closely at credit risk. This white paper provides an introduction to this challenging topic. VIEW SUMMARY

Category: Credit Risk | Published: 30 May 2012 | Type: White Paper

Rating: + 19

Credit products – alternatives for the private investor

Company: UniCredit

After the cut in the prime lending rate to 1.25% by the European Central Bank, and with the inflation rate in Germany at 2.4% in November 2011, real returns are clearly negative. Consequently, investors are searching for products that are less affected by capital market fluctuations, but still VIEW SUMMARY

Category: Structured Products | Published: 07 December 2011 | Type: Article

Rating: + 1

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