Credit Derivatives
70 white papers and resources
Risk Library hosts a number of Credit Derivative white papers, analyst reports and legal briefings.
The changing shape of buy-side derivatives strategy
This survey report explores the changing needs and priorities, and the evolving strategies of buy-side firms in managing derivatives portfolios, liquidity and collateral.
In an ever uncertain world, derivatives are important in managing currency risk
The purpose of this paper is to highlight the key benefits of using South African currency derivatives to offset exposure to currency risk in global trading activities. Learn more about why the South African Capital Markets should be your next venture.
The Art of Effective Market Risk Management During a Period of Transformation
This white paper takes a current view of market risk management, its growing complexity and how it can be transformative to institutions as the industry is widely recognising what are the right approaches to addressing evolving risks.
COVID-19 and LIBOR Transition: Taking a Market-led Approach
This white paper examines regulatory pronouncements with regard to COVID-19 impacts on LIBOR transition plans and recommends how financial institutions must continue LIBOR project execution, in parallel with their business-as-usual activities.
The LIBOR transition: current challenges on the long road to resolution
The transition away from the London Inter-bank Offered Rate (LIBOR) represents one of the most fundamental changes in the history of capital markets. With a mere 14 months until the publication of LIBOR is due to cease (at the end of 2021), serious questions remain. In this report, Acuiti analyses…
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…