Derivatives
299 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.
‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB
This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead.
Weekly Market Outlook: Commodity rally stalls
This white paper provides analysis for major and emerging market currencies. The paper explores the future trends of the financial industry and discusses the recent outlook on commodity prices.
Weekly Market Outlook: Fed’s dovish decision triggers risk rally
This white paper provides analysis for major and emerging market currencies. The paper explores the future trends of the financial industry and discusses the recent risk rally in equities and commodities.
Weekly Market Outlook: ECB Goes All In
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry. Discussing issues such as the action ECB took on interest rates.
Weekly Market Outlook: All eyes on ECB
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry. Discovering issues such as ECB action and the Chinese GDP target.
Weekly Market Outlook: FX market exposed to event risk.
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry.
Managing a Matching Adjustment portfolio
This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients.
Bringing Real-time Risk into the Decision-making Process
This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway…
Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.
With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see.
Greek Crisis 2015: Stress Testing Scenarios for Asset Management Portfolios
In this paper, we explore the history of the latest Greek crisis, review approaches taken by market practitioners to stress testing, and outline potential scenarios that portfolio managers may wish to examine.