Derivatives white papers

Found  125 white papers and resources

Risk Library provides derivatives white papers which consider current issues and thinking, market conditions and how derivatives can be used to their best effect.

In Business, a derivative is a form of contract where its value is derived from the value of underlying assets. Derivatives can be used to both hedge risk and for speculation. The most common types of derivatives are futures, options, forwards and swaps.

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Currency Overlay

Company: Risk Books

The much-elevated volatility level of the foreign exchange spot prices and a near-seizure of the foreign exchange forward and swap market at the height of the global financial crisis seem a distant memory for some, but many investors may be feeling distinctly uneasy about the currency risk in their VIEW SUMMARY

Category: Currency Derivatives | Published: 31 May 2011 | Type: White Paper

The Inflation Vortex: Growth versus inflation – what path lies ahead?

Company: Royal Bank of Scotland (RBS)

A period of uncertainty has followed the global financial crisis, with forecasters differing in their predictions of how inflation will respond. The Royal Bank of Scotland’s Inflation Vortex is one tool that has been deployed to better understand the different inflation scenarios. VIEW SUMMARY

Category: Inflation Derivatives | Published: 03 May 2011 | Type: Article

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

Regulating the renminbi

Company: DBS Bank

The last decade has seen a relaxation of rules regarding RMB services. DBS Bank’s senior vice president and head of complex hybrid products, Anthony Cheng, guides us through the regulatory history of RMB business across Asia and outlines investment opportunities. VIEW SUMMARY

Category: Currency Derivatives | Published: 15 March 2011 | Type: Article

Regulatory reform – The shape of things to come

Company: BNY Mellon

The Bank of New York Mellon (BNY Mellon) is currently the only financial institution in the US with a triple A rating from Moody’s. With the firm’s representatives actively engaged in industry and public policy forums, as well as advising regulators, its derivatives and risk expertise is exemplary. VIEW SUMMARY

Category: Compliance | Published: 03 February 2011 | Type: Article

Rating: + 2

Shipping freight derivatives - theory and practice

Company: Risk Books

As an inherently volatile industry, shipping is characterised by a high risk-high return profile, making its rates and prices difficult to forecast, and as a consequence business projects less accurately budgeted. The identification and management of any such business risks is imperative. VIEW SUMMARY

Category: Commodity Derivatives | Published: 01 February 2011 | Type: White Paper

Rating: + 2

Yield enhancement on Asian equity indexes through call overwriting

Company: Royal Bank of Scotland (RBS)

Call overwriting (selling calls against stocks one holds) can both increase returns and lower risk, and is a common investment strategy in the US, Europe and Australia. RBS provides evidence why investors should also seriously consider covered call strategies on Asian equity indexes. VIEW SUMMARY

Category: Equity Derivatives | Published: 29 January 2011 | Type: Article

Market change – slow but certain

Company: Navita Systems

As the European Union’s (EU's) Carbon Market Initiative nears implementation of Phase III, Navita Systems’ Anette Nordskog discusses the recent developments in the carbon market, along with the practical and technological challenges it faces. VIEW SUMMARY

Category: Commodities | Published: 01 December 2010 | Type: Article

Rating: + 1

Hedging commodity exposure

Company: BNP Paribas

Speaking at Energy Risk Asia, BNP Paribas’ head of Commodity Derivatives for Asia Pacific, Frederic Hervouet, discussed hedging strategies, products and commodity exposure at mining and resource companies. VIEW SUMMARY

Category: Commodities | Published: 02 November 2010 | Type: Article

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