Derivatives

198 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.

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…

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…

TMX が金利デリバティブを引っ提げアジアに進出

LIBOR(ロンドン銀行間取引金利)の恒久的な公表停止が2021年末に迫り、世界各国がリスクフリーレート(RFR)の採用へと急ぐ中、カナダも国内外の金利指標改革に多大な貢献を続けている。カナダ翌日物レポ平均金利(CORRA)の強化はその取り組みの成果のひとつだ。これによって、カナダは、調査を根拠とする指標金利のベンチマークから、取引を根拠とするベンチマークへの移行に乗り出した国のひとつに数えられるようになっている。