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Interest Rate Derivatives white papers

Found  13 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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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: + 10

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: + 10

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

Latest developments in interest rate hedging products claims

Company: Mills & Reeve LLP

An investigation by the Financial Services Authority (FSA) has determined that 90% of interest rate hedging products such as swaps did not comply with regulatory requirements. This white paper reviews the Green & Rowley v RBS judgment and how it will impact financial institutions in the future. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 03 May 2013 | Type: White Paper

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: + 7

Tested model proves the clear choice in Europe and the US

Company: LCH.Clearnet

Increased fear of counterparty default is pushing many institutions to seek reliable clearing solutions. Now, for the first time, the US buy-side can access LCH.Clearnet’s SwapClear via a futures commission merchant model. Floyd Converse, head of SwapClear US sales and marketing, explains the VIEW SUMMARY

Category: Trading Systems | Published: 31 March 2011 | Type: Article

Looking both ways

Company: Societe Generale Corporate & Investment Banking (SG CIB)

Regional markets are changing faster than ever, and investors outside the region are looking to repatriate funds amid growing inflation concerns and profit taking. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 15 March 2011 | Type: Article

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