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.
Corporate Action Reports Move Markets. Are You Keeping Up?
This whitepaper looks at how to turn mountains of data into actionable insights.
High-performance risk analytics – usability and the user experience
In this final episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Neil Dodgson, vice-president, product management at SS&C Algorithmics, as he charts the development of high-performance risk analytics from the perspective of usability and the user…
Risk analytics accessibility and the opportunity of cloud
In this second episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Curt Burmeister, chief technology officer at SS&C Algorithmics as we turn the focus on risk analytics accessibility and the opportunity afforded by the cloud.
High-performance risk analytics - Turning performance into business gains
In this first episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Neil Dodgson, vice-president, product management at SS&C Algorithmics, as he explains how high-performance risk analytics can be deployed in pursuit of business gains and reveals some of the…
Powering the risk engine: Supercharging risk analytics for a new era of volatility
This white paper charts the emergence, key attributes and use cases for a new breed of agile high-performance risk analytics – with a particular focus on derivatives valuation adjustments – and explains why the incremental technological gains of the past are no longer enough to power the risk…
LIBOR Transition Readiness: The Current Narrative
This whitepaper shows the results and analysis of a survey that was undertaken to better understand the industry’s level of preparedness for switching from LIBOR to alternative reference rates (ARRs),
The Current State of XVA Usage in Latin America
This whitepaper shares key insights regarding the reality of XVA usage in Latin America today.
Letting go of Libor – the evolving transition strategies of 110 banks and buy-side firms
This whitepaper and survey report provides unique insight into the evolving strategies of banks and buy-side entities following a survey Risk.net conducted assessing firms’ readiness for transition
Stress-testing amid Covid‑19
The Covid‑19 pandemic has proved to be a real-life stress test for the banking sector as firms adjust to new ways of working. Here, SAS explores how the pandemic has magnified the importance of stress-testing, scenario analysis and contingency planning to ensure business can resume as usual in…
Exploring How AI Can Help Address Contract Challenges During the LIBOR Transition
This whitepaper looks at why financial institutions should consider acting now to develop a solution that supports the use of appropriate contract language in preparation for the permanent discontinuation of LIBOR.