Inflation Derivatives
37 white papers and resources
Inflation Derivatives white papers, analyst reports and legal briefings available at RiskLibrary.net. An inflation derivative is similar to a currency derivative in that is an agreement between two parties to trade derivatives such as swaps that are used to alleviate the effects of inflation risk in the future.
Driving a modern operational resilience program
Strengthen your operational resilience processes, meet pertinent regulatory requirements in this space, and enhance business continuity practices with the help of high-performance GRC technology.
Recovering Greeks from sensitivities
This quantitative paper presents a model-independent method for calculating delta, vega and rho based on a comparison of the sensitivities of any derivative payoff with those of its underlying observables. This allows for generic definitions for these Greeks with an intuitive geometric…
The importance of data-driven decision-making in Asia-Pacific
Embracing data-driven decision-making enabled by digital technologies is crucial for the success of lending institutions in the Asia-Pacific (Apac) region. Factors such as evolving regulations, technological advancements and changing consumer behaviours are driving continuous transformation in the…
Apac banks put trust in pre‑trade
Amid tougher trading conditions, Apac banks are making greater use of pre‑trade analytics to inform their strategies and reduce risk. But how successful are these tools?
Navigating IFRS 9: Strategies for effective implementation and moving beyond
There has been a constant change within the landscape of financial reporting, and IFRS 9 has been proven to be a critical component. Watch this webinar on-demand to find out how financial institutions can effectively implement IFRS 9, whilst staying forward-looking and flexible.
Adapting to economic uncertainty: Internal audit's journey
In this report, internal auditors in different sectors have shared their experiences and strategies, providing valuable insights for others facing similar challenges. I extend my appreciation to the internal audit professionals who contributed their expertise and insights to this report. I also…
For the capital markets, every risk playbook needs to implement these six themes
This white paper outlines six risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.
The case for modularity and interoperability
This report, produced by WatersTechnology and Broadridge, investigates the extent to which firms have optimized their entire trade lifecycles, the structure, challenges and interoperability of their front-office systems, and what they most value when looking to partner with a third-party trading…
Integrating ECL onto a stress testing platform: portfolio composition
This white paper produced by FRG addresses how to grow a portfolio that is internally consistent with a stress scenario. Download this white paper to learn more about several factors financial institutions must consider when integrating the expected credit loss (ECL) process onto a stress test…
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets. Experts discuss the biggest barriers to entry for institutions that want to operate in this space, and the infrastructure requirements and risk management tools needed to…