Present Value – Page 2 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Present Value

Studies | August 6, 2020

The Present Value

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

Mechanism Selection and Trade Formation on Swap Execution Facilities: Evidence from Index CDS

Implications of Financial Market Development for Financial Stability in Emerging Market Economies

The CDS Market Reaction to Loan Renegotiation Announcements

Studies | May 12, 2020

The Present Value

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

Risk Appetite and Intermediation by Swap Dealers

Our Lessons Have Returned: Insights into Post-crisis Financial Regulation from Mandatory OTC Derivatives Clearing Policy

Derivatives Use and its Consequences for Management Earnings Forecasts

Studies | February 6, 2020

The Present Value

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

Recent Trends in CDS Markets

Interdependencies in the Euro Area Derivatives Clearing Network: A Multi-layer Network Approach

The Cost of Clearing Fragmentation

Studies | November 12, 2019

The Present Value

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

OTC Microstructure in a Period of Stress: a Multi‑layered Network Approach

The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS Spread Changes

What Drives the Short-Term Fluctuations of Banks’ Exposure to Interest Rate Risk?

Studies | July 29, 2019

The Present Value

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

Credit Default Swaps and Corporate Bond Trading

Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets

The Impact of Central Clearing on the Pricing of Sovereign Credit Default Swaps

Studies | April 29, 2019

The Present Value

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

The Anatomy of the Euro Area Interest Rate Swap Market

ENNs for Corporate and Sovereign CDS and FX Swaps

Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps

Studies | January 30, 2019

The Present Value

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

The Morning After--The Impact on Collateral Supply After a Major Default

Market Structure and Transaction Costs of Index CDS

The Promise of Blockchain Technology for Global Securities and Derivatives Markets: The New Financial Ecosystem and the ‘Holy Grail’ of Systemic Risk Containment

Studies | October 18, 2018

The Present Value

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

OTC Premia

How EMIR Data Helped Regulators Better Understand the Impact of Policies

Credit Market Choice

Studies | July 23, 2018

The Present Value

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

The Impact of Central Clearing on the Market for Single-Name Credit Default Swaps

The Impact of the Leverage Ratio on Client Clearing

The Credit Default Swap Market: What a Difference a Decade Makes

Studies | February 5, 2018

The Present Value

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

Introducing ENNs: A Measure of the Size of Interest Rate Swap Markets

The Demand for Central Clearing: To Clear or Not to Clear, that is the Question

Collateral Reuse and Balance Sheet Space

International Swaps and Derivatives Association

Tag: Present Value

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents

The Present Value

Contents