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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Building on lessons learned

Company: Standard Bank

With African roots and a presence in 17 African countries and 33 countries worldwide, Standard Bank has been working with commodities clients since 1994. In 2006, the bank hired Janelle Matharoo as managing director, global head of energy sales & trading, to help grow the business. He talks to VIEW SUMMARY

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

Rating: + 2

Using options to improve portfolio risk/returns

Company: Royal Bank of Scotland (RBS)

How can investors use options to improve the overall risk/return of a portfolio? Knowing that implied volatility has empirically exceeded realised levels, how do they choose between various yield-enhancement and risk-reduction strategies? Our analysis shows that systematic call overwriting is VIEW SUMMARY

Category: Equity Derivatives | Published: 13 October 2010 | Type: Article

The rise of multi-currency options

Company: Royal Bank of Scotland (RBS)

Adrian Campbell-Smith (RBS Currency Options Trading) and Ben Hamdani (RBS Currency Structuring) examine the realm of multi-currency options and explain some of the reasons behind their increasing popularity. VIEW SUMMARY

Category: Currency Derivatives | Published: 03 August 2010 | Type: Article

Regulation & ETRM solutions

Company: Sapient Global Markets, Koch Supply & Trading

New financial regulation poses fresh challenges to companies’ financial technology and systems. In a Q&A sponsored by Sapient Global Markets, Energy Risk discusses with experts how they can respond and what will be the impact on market developments. VIEW SUMMARY

Category: Compliance | Published: 28 July 2010 | Type: Article

Rating: + 1

Recovery and development

Company: BGC Partners

The inflation market has had a challenging few months. In particular, many dealers were hurt by short positions in 0% inflation floors, causing sizeable losses for some firms. VIEW SUMMARY

Category: Inflation Derivatives | Published: 04 May 2010 | Type: Article

The problems with generally used interpolation spaces

Company: Murex

In a world increasingly focused on effective enterprise-level risk management, there are notable discrepancies in volatility management techniques. Murex proposes a cross-asset interpolation space with potentially significant risk management impacts. VIEW SUMMARY

Category: Equity Derivatives | Published: 30 April 2010 | Type: Article

Rating: + 1

Standard Chartered – winning for clients in Asia, Africa and the Middle East

Company: Standard Chartered

Standard Chartered delivered an impressive set of results for 2009 even as its competitors across the world continued to suffer the fallout of the financial crisis. Group head of financial markets, Lenny Feder, talks about the successes of the year and the outlook for the UK bank. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 31 March 2010 | Type: Article

Finding Safe Harbour

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

As regional banks cautiously develop currency markets and sovereign risk threatens global market stability, Société Générale explains why going back to basics is a sound strategy. VIEW SUMMARY

Category: Credit Risk | Published: 10 March 2010 | Type: Article

Santander – investing in Latin American equities through derivatives

Company: Santander

Santander is the largest financial franchise in Latin America, but that does not prevent it from acting with agility and foresight. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 13 January 2010 | Type: Article

Recovery Positions

Company: ICAP

Russia was hit hard by the financial crisis, but market participants say there is plenty to be optimistic about in 2010. At a roundtable discussion in December, industry experts discussed Russia’s economy, the development of market infrastructure and the growth of the derivatives sector. VIEW SUMMARY

Category: Credit Derivatives | Published: 13 January 2010 | Type: Article

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