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.
Credit risk, data and AI: managing spiralling demands and delivering value
Based on a comprehensive survey of, and conversations with, credit risk professionals globally, this report delves into their challenges they face in trying to source and use forward-looking data.
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business. This broadcast brought on a veteran data leader from the London Stock Exchange Group (LSEG), who shared what the key markets challenges are, and how firms can leverage LSEG’s vast…
The SPIKES® Volatility Index: Why Methodology Really Matters
Using reliable indicators to gauge market sentiment is crucial for investors and traders, particularly during times of uncertainty such as the September 21st Federal Open Market Committee (FOMC) Meeting. Our latest whitepaper explores the key strength points of SPIKES as a volatility index and how…
A Wealth Manager’s Guide to Investor Cash Deployment
Sitting on excess cash can be the most costly investment decision your clients make. An investor with a moderate risk portfolio in a globally diverse multi-asset-class 'optimum' portfolio, can expect to see returns over cash of between 4-5% per year. However, merely disclosing such stats moves next…
Decision science: From automation to optimisation
Despite its benefits, credit decisioning is severely lagging – average ‘time to decision’ for small business and corporate lending at traditional banks is between three and five weeks, while average ‘time to cash’ is nearly three months. Are such long lead times efficient and responsive in today’s…
Leading Mexican bank Banorte strengthens credit risk management practices
Leading Mexican bank Banorte strengthens credit risk management practices building a completely new XVA desk and revamps its PFE limits management. This leading Mexican bank now utilises and benefits from the Murex solution in its risk and front-office teams.
The post-trade patch-up: revamping processes in volatile times
This Risk.net Rapid Read survey report, commissioned by ION, examines the effectiveness and efficiency of post-trade processes and services at financial firms, and assesses where change is most needed, and the barriers to change. In an era of heightened volatility where risks are high and errors…
Key actuarial transformation trends across Apac in 2022
Digital transformation has resulted in growing market complexity. This has been heightened by both the introduction of more regulations for insurers and consumer demand for customised insurance coverage. This report reveals the perceptions that actuaries have towards actuarial transformation and…
Using portfolio management to steer your way through foggy market conditions
Post-pandemic uncertainties, market consolidations, increasingly complex portfolio compositions, margin compressions, new competitors interest rate rises. Portfolio managers are operating in foggy conditions. Sophisticated portfolio analytics help to provide insights into concentration risks at…
FX needs for Apac corporates in 2022
This white paper examines the results of a survey, conducted in association with Bloomberg, that offers insight into how corporations based in the Asia-Pacific region interact with the FX market. The research conducted within the context of this paper sought to gauge the extent to which these…