Credit Derivatives
65 white papers and resources
Risk Library hosts a number of Credit Derivative white papers, analyst reports and legal briefings.
Investment Firms Regulation: Why K-factor complexity demands super-powered solutions
This paper discusses the complexities facing investments management firms as they tackle the new requirements of the Investment Firms Regulation (IFR) according to the Investment Firms Directive (IFD).
EDM client case study: Managing SRI-ESG data
This case study reveals how Mirabaud Asset Management is using IHS Markit’s Enterprise Data Management (EDM) platform to establish a strong foundation for the its long-term SRI-ESG (socially-responsible / environmental, social and governance investing) strategy. This includes empowering Mirabaud’s…
Next steps for MRM in South‑east Asia
Financial institutions across South‑east Asia face challenges assessing and measuring non-financial risks (NFRs) inherent in their business models, and are therefore concerned about regulatory scrutiny, transparency and the use of models within their businesses. SAS explores how financial…
Credit Risk Management Under Basel IV and Beyond
Basel IV has changed the way banks need to deal with the impact of credit risk on their finance, risk and regulatory compliance functions. It is no longer enough to address credit risk in isolation, as was the case under the Basel I and II guidelines.
Fair valuations - what lies beneath
This whitepaper focuses on the challenges and opportunities facing buy-side and sell-side firms when it comes to determining fair valuations for complex and thinly-traded securities like certain derivatives and fixed income instruments. It highlights the difficulties facing capital markets firms…
How to Update $400 Trillion in Contracts for LIBOR Transition
This white paper details the challenges ahead, and shows how the application of workflow, and document collaboration technologies coupled with artificial intelligence (AI), can help manage these challenges and facilitate LIBOR transition at scale.
Analyzing the Market Impact of SOFR Discounting
This paper discusses the differences between OIS curves and SOFR curves, the impact of SOFR discounting on future cashflows, the dynamics of SOFR discounting risk, and the replacement of LIBOR with SOFR as the underlying of the derivatives market.
Coping with uncleared margin rules – the tricks, traps and tools
This white paper discusses the potential impact of UMR on portfolios, profitability, strategy and resource. If further highlights key decision stages in best-practice UMR planning and compares the evolving strategies of in-scope banks and buy-side firms.
The Coming Storm: ‘BBB’ Corporates in a Potential Downturn
This Fitch Ratings white paper examines a portfolio of ‘BBB’ category corporate issuers in the U.S. and Europe in the context of differences in the composition and concentration of ‘BBB’ issuance; transition and default (T&D) patterns in past economic downturns; and issuers’ current leverage and…
The Impact of LIBOR’s Phaseout on Technology: Maneuvering Through the Curve Highway
After 2021, the UK’s FCA will no longer compel banks to use LIBOR as the benchmark for short-term interest rates. In this Q&A, James Jockle, Chief Marketing Officer and Ping Sun, Senior Vice President of Financial Engineering at Numerix discuss the true impact of LIBOR’s end on curve instruments.