Present Value – International Swaps and Derivatives Association

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Tag: Present Value

Studies | February 16, 2023

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector

Bank Funding Risk, Reference Rates and Credit Supply

Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps

Studies | November 10, 2022

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

Single-Name and Index CDS Dynamics during the Market Stress of 2022

Lending Relationships and Currency Hedging

It’s Not Time to Make a Change: Sovereign Fragility and the Corporate Credit Risk

Studies | August 8, 2022

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

Foreign Exchange Swaps and Cross-currency Swaps

Links Between Government Bond and Futures Markets: Dealer-client Relationships and Price Discovery in the UK

Illiquid Bitcoin Options

Studies | May 9, 2022

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

FX Option Volume

The Global Market for Exchange-traded Derivatives: 21st Century Trends, Innovation and Failure

Studies | February 25, 2022

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

Establishing a Foreign Exchange Futures Market in China

Do the SDGs Affect Sovereign Bond Spreads?

Who Trades Bitcoin Futures and Why?

Studies | November 8, 2021

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

The Dynamics of the US Overnight Triparty Repo Market

Climate Stress Testing

On the Market Structure of Central Counterparties in the EU

Studies | August 18, 2021

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

Currency Hedging: Managing Cash Flow Exposure

US Dollar Currency Premium in Corporate Bonds

Climate Default Swap: Disentangling the Exposure to Transition Risk Through CDS

Studies | April 29, 2021

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020

The Impact of Margin Requirements on Voluntary Clearing Decisions

Cross-border Credit Derivatives Linkages

Studies | February 4, 2021

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

On the Origin of Systemic Risk

Regulatory Responses to Cryptoderivatives in the UK and the EU: The Future of Cryptoderivatives in the US

How the Federal Reserve's Central Bank Swap Lines Have Supported US Corporate Borrowers in the Leveraged Loan Market

Studies | November 6, 2020

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

Unmasking Mutual Fund Derivatives Use During the COVID-19 Crisis

Emerging Markets Sovereign Spreads and Country Specific Fundamentals During COVID-19

What is Certain About Uncertainty?

International Swaps and Derivatives Association

Tag: Present Value

The Present Value

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The Present Value

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The Present Value

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The Present Value

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The Present Value

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The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents