The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows… Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2023
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Footnote 88 and Market Fragmentation: An ISDA Survey
Earlier this year, the CFTC required that swap execution facilities (SEFs) with temporary SEF registration... Read more Footnote 88 and Market Fragmentation: An ISDA Survey
Documents (1) for Footnote 88 and Market Fragmentation: An ISDA Survey
CDS Market Summary: Market Risk Transaction Activity
This edition of ISDA Research Notes analyzes the data on the CDS market and provides... Read more CDS Market Summary: Market Risk Transaction Activity
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A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Basel Committee permits firms to use a variety of methods to calculate regulatory capital... Read more A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
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Concentration of OTC Derivatives among Major Dealers
(Number 4, 2010)
Documents (1) for Concentration of OTC Derivatives among Major Dealers
The Economic Role of Speculation
(Number 2, 2010) Research Note / Press Release
Documents (2) for The Economic Role of Speculation
The Value of a New Swap
(Number 3, 2010) Research Note / Press Release
Documents (2) for The Value of a New Swap
The Importance of Close-Out Netting
Close-out netting has reduced over-the-counter derivatives credit exposure by over 85%. Without the benefits of... Read more The Importance of Close-Out Netting
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The Empty Creditor Hypothesis
(Number 3, 2009) Research Note / Press Release
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2009 Derivatives Usage Survey; OTC derivatives in Russia
(Number 2, 2009)
Documents (1) for 2009 Derivatives Usage Survey; OTC derivatives in Russia
Transparency and over-the-counter derivatives
(Number 1, 2009)