Interest Rate Derivatives
69 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.
An update on LIBOR claims: an alternative judicial view
Litigation that has been generated from LIBOR manipulation has seen a large number of interest rate swap (IRS) mis-selling claimants amend their pleas. This white paper reviews such cases and their outcomes.
Guide to the FSA redress scheme for interest rate hedging products: key questions answered
Under consideration in this white paper is the redress scheme announced by the FSA in relation to interest rate hedging products, including who can claim redress as a ‘non-sophisticated’ customer.
Latest developments in interest rate hedging products claims
An investigation by the Financial Services Authority (FSA) has determined that 90% of interest rate hedging products such as swaps did not comply with regulatory requirements. This white paper reviews the Green & Rowley v RBS judgment and how it will impact financial institutions in the future.
The Benefits of Volatility Derivatives in Equity Portfolio Management
This research was produced as part of "The Benefits of Volatility Derivatives in Equity Portfolio Management" strategic research project at EDHEC-Risk Institute, in partnership with Eurex.
Tested model proves the clear choice in Europe and the US
Increased fear of counterparty default is pushing many institutions to seek reliable clearing solutions. Now, for the first time, the US buy-side can access LCH.Clearnet’s SwapClear via a futures commission merchant model. Floyd Converse, head of SwapClear US sales and marketing, explains the…
Looking both ways
Regional markets are changing faster than ever, and investors outside the region are looking to repatriate funds amid growing inflation concerns and profit taking. Société Générale explains why it is dedicated to thought leadership through research and strategy, as investors find it difficult to…
Shipping freight derivatives - theory and practice
As an inherently volatile industry, shipping is characterised by a high risk-high return profile, making its rates and prices difficult to forecast, and as a consequence business projects less accurately budgeted. The identification and management of any such business risks is imperative.
Standard Chartered – winning for clients in Asia, Africa and the Middle East
Standard Chartered delivered an impressive set of results for 2009 even as its competitors across the world continued to suffer the fallout of the financial crisis. Group head of financial markets, Lenny Feder, talks about the successes of the year and the outlook for the UK bank.
Santander – investing in Latin American equities through derivatives
Santander is the largest financial franchise in Latin America, but that does not prevent it from acting with agility and foresight.