Derivatives
275 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.
Integrating ECL Onto a Stress Testing Platform: Credit Risk Characteristics
FRG’s white paper authored by Jonathan Leonardelli, FRG’s Director of Business Analytics, examines how credit loss in the ECL process can leverage the changes in the credit risk profile of a portfolio during a stress scenario.
Integrating ECL Onto A Stress Testing Platform: Scenarios
This white paper examines technological and methodological strategies to help to produce stress testing expected credit loss values that comply with IFRS 9 as well as CECL Standards for your financial institution.
Reading Between the Fines: A Deep Dive into Financial Institution Penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in the Asia-Pacific region were just 0.77% of what they were in 2021. Read the report to find out about the biggest actions from the past year, key trends driving…
Scenario construction: taking a standardized approach to benchmarking risk exposures (November 3rd, 2022)
A common obstacle faced by operational risk managers seeking to measure the threat posed by risks is the lack of data to help them assess the stakes. Nowhere is this more evident than for emerging risks and extreme events, for which data is not available or for which a given financial institution…
SPIVA® institutional scorecard
In this white paper, we measure how well actively managed funds stack up against their index benchmarks over short- and long-term periods. We aim to enable the institutional community to judge managers’ true skill without the possible distortions that fees may create, and illustrate the…
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins. In addition, there is a greater appreciation of how their own activities can influence the…
Credit risk, data and AI: managing spiralling demands and delivering value
Based on a comprehensive survey of, and conversations with, credit risk professionals globally, this report delves into their challenges they face in trying to source and use forward-looking data.
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business. This broadcast brought on a veteran data leader from the London Stock Exchange Group (LSEG), who shared what the key markets challenges are, and how firms can leverage LSEG’s vast…
The SPIKES® Volatility Index: Why Methodology Really Matters
Using reliable indicators to gauge market sentiment is crucial for investors and traders, particularly during times of uncertainty such as the September 21st Federal Open Market Committee (FOMC) Meeting. Our latest whitepaper explores the key strength points of SPIKES as a volatility index and how…
A Wealth Manager’s Guide to Investor Cash Deployment
Sitting on excess cash can be the most costly investment decision your clients make. An investor with a moderate risk portfolio in a globally diverse multi-asset-class 'optimum' portfolio, can expect to see returns over cash of between 4-5% per year. However, merely disclosing such stats moves next…