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Interest Rate Derivatives white papers

Found  17 white papers and resources

Risk Library offers a wide range of interest rate derivatives white paper, industry report and legal briefings which consider current issues, thinking and market conditions.

An interest rate derivative is a derivative that gives an investor the right to buy or receive money at a certain interest rate in the future. Interest rate derivatives are used to circumvent the risk and uncertainty attached interest rates.

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Buy-side Collateral Management - Challenges and Opportunities

Company: 4sight Financial Software Ltd

The current pace of regulatory change can seem overwhelming to many buy-side firms trading Derivatives. The move to central clearing of some OTC products has raised a number of new challenges around the collateral management process that buy-side firms must deal with. VIEW SUMMARY

Category: Credit Derivatives | Published: 15 October 2014 | Type: White Paper

Rating: + 4

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: + 4

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

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

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

Collateral Discounting: Rethinking the Interest Rate Pricing Framework from its Basic Concepts

Company: Numerix LLC

This article examines how a swap portfolio’s value differs under the single and multi-curve approaches at four different snapshots in time―including pre-crisis, at the height of the crisis, post-crisis and today. VIEW SUMMARY

Category: Credit Risk | Published: 25 September 2013 | Type: White Paper

Rating: + 13

Hedging CVA and DVA

Company: Numerix LLC

This paper illustrates the challenges and complexities financial institutions face in hedging Credit Valuation Adjustment (CVA) and Debit Valuation Adjustment (DVA) in the present market and regulatory environment. VIEW SUMMARY

Category: Credit Derivatives | Published: 24 September 2013 | Type: White Paper

Rating: + 12

Finding the Right Path to Hedge Accounting

Company: OpenLink

CFOs will have to re-evaluate their hedge accounting strategies to mitigate a new wave of exposure challenges caused by volatile energy and equity markets. This white paper reviews forthcoming changes to the current system of hedge accounting. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 19 June 2013 | Type: White Paper

Rating: + 2

An update on LIBOR claims: an alternative judicial view

Company: Holman Fenwick Willan LLP

Litigation that has been generated from LIBOR manipulation has seen a large number of interest rate swap (IRS) mis-selling claimants amend their pleas. This white paper reviews such cases and their outcomes. VIEW SUMMARY

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

Guide to the FSA redress scheme for interest rate hedging products: key questions answered

Company: Memery Crystal LLP

Under consideration in this white paper is the redress scheme announced by the FSA in relation to interest rate hedging products, including who can claim redress as a ‘non-sophisticated’ customer. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 07 May 2013 | Type: White Paper

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