Derivatives
298 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.
Trading in FX – Series Part One: Current Market Overview, Challenges and Opportunities
The global foreign exchange (FX) market has enjoyed a period of sustained growth in the last ten years, from around $2 trillion average daily turnover in 2004 totoday’s levels of around $5.3 trillion.
Integrating Risk into Pre-Trade Analysis: Practical Ways of Bringing Credit, Liquidity, Funding and Regulatory Costs into an Integrated Profitability Framework
As regulations in the derivatives market continue to be rolled out and implemented, financial institutions face growing pressure on their current business models. To survive and thrivein this new era of derivatives trading, today’s practitioners need to adopt a more integrated and holistic approach…
Learn the Fundamentals of Managing Liquidity Under US Basel III Webinar
The developments in liquidity management regulations present significant challenges to organizations covered by US Basel III. Watch this webinar, to understand: The key aspects of the U.S. Basel III liquidity regulations. The critical challenges in implementing the liquidity elements of U.S. Basel…
5 Ways to Decrease Your Market Data Spend and Improve Workflow
In order to remain competitive in the energy and commodity markets, there's a vast amount of market data you need to collect, analyze, and act on. It's a daunting task, which requires a lotof time, effort, and, most importantly, money. If you’re not careful, keeping your market data up-to-date and…
Buy-side Collateral Management - Challenges and Opportunities
The current pace of regulatory change can seem overwhelming to many buy-side firms trading Derivatives. The move to central clearing of some OTC products has raised a number of new challenges around the collateral management process that buy-side firms must deal with. This paper considers the…
Enhanced Alpha from Operational Efficiency
Innovative technology is all around us, and hedge funds might well questionits value as a differentiator in today’s highly competitive market. But that does not mean there is nothing to be gained from keeping pace with change – to the contrary, rather than relying on new developments to make…
FCA’s Use of Dealing Commission
On 10th July 2014 the FCA issued Discussion Paper 14/31 on the use of dealing commission regime: “Feedback on our thematic supervisory review and policy debate on the market for research”. This Discussion Paper builds on the Consultation Paper CP 13/17: “Consultation on use of dealingcommission…
Bloomberg Ready to Support Buy-side in Valuation & Collateral Reporting under EMIR
Back in February this year, buy-side institutions and their bank counterparts were required to start reporting derivative trades and positions under EMIR (European Market Infrastructure Regulation). Bloomberg moved quickly to provide its EMIR reporting solution under this first phase and is already…
Credit risk management Collateral, covenants and risk review
Credit risk management only begins with the approval of a loan.The ongoing processes of managing collateral, loan covenants, and monitoring the borrower’s financial condition are key to ensuring that the bank is in the best position to minimize its loss, should the borrower encounter issues with…
EMIR Special Report August 2014
This special report explores lessons learned from the first EMIR reporting phase, which became effective on Feb. 12, and looks forward to the newest phase, exploring what the newly reported data will tell regulators about the bigger picture of the derivatives market in the European Union. We also…