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.
Transforming the capital markets landscape: innovation at the speed of technology
Several years into the most profound economic crisis of a generation with no clear end in sight, the banking industry has suffered spectacularly. This white paper looks at the challenges that manager face when developing trading systems strategies.
Principles for Designing Agile Trading Platforms
Today’s trading operations face the challenge of maintaining software platforms that supports a constantly evolving business. To keep up with the pace of change, these organisations are demanding more and more of their trading platforms.
Finding the Right Path to Hedge Accounting
CFOs will have to re-evaluate their hedge accounting strategies to mitigate a new wave of exposure challenges caused by volatile energy and equity markets. This white paper reviews forthcoming changes to the current system of hedge accounting.
Seasonal forecasts: a path to profits?
What value can be placed on accurate storage levels for natural gas analysts and traders? This white paper reviews recent activity and looks at new methods of analysis – which, in turn, can deliver a new competitive advantage and lower risks for investors in this field.
Norway v Russia: Impact of price renegotiations of long-term contracts on gas supply to Europe
In 2012 Russian gas export to Europe dropped. Russia lost market share in Europe to its closest competitor Norway. This year Russia is gaining its market position back. This white paper considers what implications this will have on pricing and the effects for investors in this area.
Banking & finance update - Australia in focus
This white paper looks at recent events affecting Australia’s banking sector. These include the legal risks associated with debt issuance programmes should a European Union member exit the Union, plus reforms to the Privacy Act 1988 in relation to banking and swap developments.
An update on LIBOR claims: an alternative judicial view
Litigation that has been generated from LIBOR manipulation has seen a large number of interest rate swap (IRS) mis-selling claimants amend their pleas. This white paper reviews such cases and their outcomes.
Margin lending: a brief introduction
Margin lending has given individuals and corporate borrowers the opportunity to finance investments with the use of asset backed portfolios. This white paper analyses the structure of margin lending and its various risks.
Guide to the FSA redress scheme for interest rate hedging products: key questions answered
Under consideration in this white paper is the redress scheme announced by the FSA in relation to interest rate hedging products, including who can claim redress as a ‘non-sophisticated’ customer.
Latest developments in interest rate hedging products claims
An investigation by the Financial Services Authority (FSA) has determined that 90% of interest rate hedging products such as swaps did not comply with regulatory requirements. This white paper reviews the Green & Rowley v RBS judgment and how it will impact financial institutions in the future.