Unlock valuable insights into the financial markets with our collection of whitepapers.
Commodity trading firms face heightened complexity amidst volatility in today’s market. Holistic credit risk management is crucial and firms have been prompted to reassess practices to navigate risks effectively.
By analysing WWR and jumps-at-default, the Fed aims to gain a deep understanding of the potential vulnerabilities within the banking system.
As non-bank entities gain significance in financial markets, regulators must adjust supervision to tackle emerging risks effectively.
FtF bonds are among some of the most challenging fixed income instruments. While most banks tend to develop FtF models in-house, hedge funds trading FtFs may find the implementation challenges too difficult to tackle.
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
Banks, investment firms, and other market participants value and manage large notionals of interest rate derivatives, bonds, loans, structured products, and other cash instruments that are sensitive to changes in interest rates.
Building an accurate and robust interest rate curve has significant implications for setting benchmark rates to managing risk.
The main hurdles in transitioning from LIBOR to SOFR are the fundamental difference between the two rates and the need for increased liquidity in the SOFR derivatives market.
This paper examines the distinctive challenges in risk management that commodity trading firms face and how they are responding to such risks to endure market disruptions.
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