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Interest Rate Derivatives

27 white papers and resources

Risk Library offers a wide range of interest rate derivatives white paper, industry report and legal briefings which consider current issues, thinking and market conditions. An interest rate derivative is a derivative that gives an investor the right to buy or receive money at a certain interest rate in the future. Interest rate derivatives are used to circumvent the risk and uncertainty attached interest rates.

Emerging initial margin requirements

Ongoing market uncertainty over the new and evolving margin regime for non-cleared over-the-counter derivatives has drawn many questions from firms, with too few reliable answers. This global survey – conducted by Risk and sponsored by IBM – is one of the first,comprehensive attempts to shed some…

Integrating Risk into Pre-Trade Analysis: Practical Ways of Bringing Credit, Liquidity, Funding and Regulatory Costs into an Integrated Profitability Framework

As regulations in the derivatives market continue to be rolled out and implemented, financial institutions face growing pressure on their current business models. To survive and thrivein this new era of derivatives trading, today’s practitioners need to adopt a more integrated and holistic approach…