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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Weekly Market Outlook: FX market exposed to event risk.

Company: SwissQuote

This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry. VIEW SUMMARY

Category: Currency Derivatives | Published: 29 February 2016 | Type: White Paper

Rating: + 2

China’s Quest to Global Currency Recognition

Company: Thomson Reuters

This white paper explores the reasons behind the IMF’S decision to include the Chinese yuan into its Special Drawing Rights; the global implications of the inclusion; and what the markets can expect from China in 2016. VIEW SUMMARY

Category: Market Data | Published: 18 February 2016 | Type: White Paper

Rating: + 4

Managing a Matching Adjustment portfolio

Company: Standard Life Investments

This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 09 February 2016 | Type: White Paper

Rating: + 5

Bringing Real-time Risk into the Decision-making Process

Company: Numerix LLC

This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway for VIEW SUMMARY

Category: Credit Risk | Published: 18 November 2015 | Type: White Paper

Rating: + 16

Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.

Company: IBM Business Analytics

With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see. VIEW SUMMARY

Category: Credit Risk | Published: 27 October 2015 | Type: White Paper

Rating: + 5

Greek Crisis 2015: Stress Testing Scenarios for Asset Management Portfolios

Company: Axioma

In this paper, we explore the history of the latest Greek crisis, review approaches taken by market practitioners to stress testing, and outline potential scenarios that portfolio managers may wish to examine. VIEW SUMMARY

Category: Asset Liability Management | Published: 29 September 2015 | Type: White Paper

Rating: + 17

Negative Rates: The Challenge and the Opportunity

Company: Numerix LLC

Negative interest rates have recently become a critically important issue in finance, as they impact some of the most basic calculations and procedures used by the financial community. Two prominent examples are the quotation of option volatilities and volatility smile interpolation models. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 03 September 2015 | Type: White Paper

Rating: + 6

Exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference

Company: Risk.net

Risk and Hedge Funds Review are delighted to provide you with exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference – the 1st event for leading thinkers of risk and portfolio management with in Hedge Fund and Asset Management industry. VIEW SUMMARY

Category: Hedge Funds | Published: 19 August 2015 | Type: Video

Rating: + 1

Equity Market Pulse, Issue 4 - Q2 2015

Company: S&P Capital IQ

This white paper - driven by proprietary data and analytics - provides insights into the global equity market fundamentals and performance. Spanning developed and emerging markets in the Americas, Europe, and Asia, it provides perspective on fundamentals, valuations and investment strategy VIEW SUMMARY

Category: Private Equity | Published: 14 July 2015 | Type: White Paper

Rating: + 6

Navigating the Murky Waters of Initial Margin for OTC Derivatives

Company: Numerix LLC

This white paper looks at a breakdown of the different regulations for non-centrally cleared trades, how the new IM requirements affect the OTC derivative markets participants, IM based methodologies, the potential issues of the new sanctions and how to manage the ambiguities around IM. VIEW SUMMARY

Category: Credit Risk | Published: 02 July 2015 | Type: White Paper

Rating: + 5

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