Derivatives
297 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.
Asia family office investing in the new normal
This in-depth report explores the reasons behind emerging trends in investment management, and explains how solutions can serve family offices with the tools they need to navigate the new and challenging investment landscape.
Investment Firms Regulation: Why K-factor complexity demands super-powered solutions
This paper discusses the complexities facing investments management firms as they tackle the new requirements of the Investment Firms Regulation (IFR) according to the Investment Firms Directive (IFD).
Fine margins: Integrating risk and IM costs under new CCP risk models
This white paper assesses market participants’ efficiency in managing risk, margin and collateral amid increased volatility, and the transition to new central counterparty risk methodologies.
Institutional ETF trading: 4th annual global institutional ETF trading survey report
This report presents the findings from Risk.net’s fourth annual global ETF trading survey, commissioned by Jane Street. It includes responses from 285 institutional investors, as well as qualitative interviews from six buy-side firms.
Time for the next generation IBOR: Enter EIDOS
The traditional investment book of record (IBOR) is struggling to effectively meet the new business requirements of some buy-side firms. Find out more about the essential attributes of the “next generation” IBOR.
Managing Portfolio Uncertainty due to the Pandemic
The economic uncertainty caused by COVID- 19 has contributed to heightened financial market volatility along with rising tail risk. Calypso’s Pardha Viswanadha, Raj Manghani, CFA & Sophie Marnhier-Foy discuss about specific solutions for evaluating portfolio impact from COVID-19 and its economic…
EDM client case study: Managing SRI-ESG data
This case study reveals how Mirabaud Asset Management is using IHS Markit’s Enterprise Data Management (EDM) platform to establish a strong foundation for the its long-term SRI-ESG (socially-responsible / environmental, social and governance investing) strategy. This includes empowering Mirabaud’s…
Eight red flags that indicate you need a better risk management approach
This whitepaper sheds light on key indicators that will guide you in identifying if your approach needs modifying to propel the organisation forward with fast and actionable insights to ensure you are delivering effective risk management.
Equity Life Cycle Management
The equity swaps market has an inefficient, labour-intensive, and manual T+N affirmation process – particularly during reset periods. Buy-side and sell-side participants face uncertainty around settlements, with delays identifying and fixing breaks in a timely manner. This video showcases a…
LIBOR: The use and benefits of an index for RFRs in cash products
This whitepaper explores the complications caused by the changes in interest calculations when using RFRs and how they can be addressed through use of an index. This paper explores the complications and how they can be addressed through use of an index.