Equity Derivatives
77 white papers and resources
Below you will find equity derivative white papers, opinions and analysis reports which consider current issues, thinking and market conditions. If a derivative is an instrument or security whose worth depends on the value of other underlying variables or financial instruments. Then an equity derivatives value is derived from the values of stocks or equity securities.
The OIS & FVA Relationship: The Evolution of OTC Derivative Funding Dynamics
We will begin this paper with a discussion of the basics of OIS discounting and FVA for OTC derivatives—and then explore the relationship between the two concepts. We will also look at a case study that highlights the potential impact of FVA on trade profitability.
Tomorrow’s Corporate Treasury
Implementation schedules have slipped anddetails are still being worked out, but there can be no doubt that the regulatory landscape for over-the-counter (OTC) derivatives is changing dramatically.
An introduction to the Russell UK Mid 150 Index
This paper describes the current state of UK mid-cap indexing and gives an overview of how the Russell UK Mid 150 Index will help provide larger capacity, quicker trading than of existing products in the marketplace.
Finding the Right Path to Hedge Accounting
CFOs will have to re-evaluate their hedge accounting strategies to mitigate a new wave of exposure challenges caused by volatile energy and equity markets. This white paper reviews forthcoming changes to the current system of hedge accounting.
Banking & finance update - Australia in focus
This white paper looks at recent events affecting Australia’s banking sector. These include the legal risks associated with debt issuance programmes should a European Union member exit the Union, plus reforms to the Privacy Act 1988 in relation to banking and swap developments.
Margin lending: a brief introduction
Margin lending has given individuals and corporate borrowers the opportunity to finance investments with the use of asset backed portfolios. This white paper analyses the structure of margin lending and its various risks.
Recent Developments in the Russian Securities Market Regulatory Regime
This white paper reviews Law 282-FZ that was recently passed by the Russian State Duma. It introduces important amendments to key laws on the securities market, joint stock companies, banks and banking activity.
Project bonds - what is the outlook for infrastructure?
The infrastructure finance market transitioning. As the bank market for long-term finance continues to contract, market players are waiting to see how the new models develop. Under contention includes the mix of bond and bank finance, if projects are greenfield developments or debt refinancings.
Can index choice lead to new opportunities in Europe?
This white paper discusses the current state of European small-cap, mid-cap and SMID-cap indexing. It looks at how tracking errors can be reduced and correlations increased using a different choice of index.
Rethinking Capital Structure Arbitrage
It is well known that the capital structure arbitrage strategy generated negative Sharpe ratios between 2005-2009. This white paper introduces four new alternative strategies that exploit the information provided by the time-varying price discovery of the equity and credit default swap markets.