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.

CAPE and the COVID-19 Pandemic Effect

This paper will specifically examine how the CAPE ration has behaved over the COVID-19 pandemic period, extending the analysis beyond the United States equity benchmark to look at the CAPE ratios for the UK, Europe, Japan and China, to analyse the effect of the pandemic across the major equity…

SPAN-2: enhanced margining framework

SPAN has been the industry standard for margining for decades. In recent years, the demands on margin methodologies have increased due to the growth in the diversity and complexity of products and the greater need for portfolio and capital efficiency driven by regulatory change.

Risk matters for capital markets

In a recent webinar, risk management experts Sidhartha Dash, research director, Chartis Research, Mario Schlener, Canadian leader of EY’s Financial Services Risk Management Practice and Andrew Woods, head of risk services for FIS’ Cross-Asset Trading and Risk business, gathered to discuss the…