Research. Reviews. Ideas. Built for investment professionals.

derivatives


DC Policy Update: Mortgage Market Reform, OTC Derivatives, and Credit Rating Agencies (Podcast)

This podcast covers the Johnson-Crapo mortgage finance reform bill, OTC derivatives, systemic risk associated with central clearinghouses, and an overview credit rating agencies.

Should Banks Make Funding Value Adjustments? (Podcast)
By

Since the 2008 financial crisis, the derivatives industry has been embroiled in a controversy over whether to make funding value adjustments. John Hull and Alan White explore this controversy in their article, “Valuing Derivatives: Funding Value Adjustments and Fair Value.”

Urbanization and Securitization: Two Key Trends to Watch in China’s Economic Rebalancing
By

With around 10,000 projects now in progress throughout the country, “the urbanization process in China is one that is absolutely unprecedented in human history,” according to Zheng Xiaoping. And, while securitization is an important financing tool for urban development in China, it is also becoming key to China’s fixed-income market.

Linkfest: Bank legal payouts pick up; Weak jobs seen keeping Fed on QE path; Shutdown, Obamacare claimed to impact job market

Today’s most shared: Banks shield swaps from prying eyes, seek to sidestep regs as legal payouts climb… China banks hike loan reserves ahead of expected defaults… Politifact calls out Bartiromo on part-time employment claims… White… READ MORE ›

Linkfest: Bank lobby 1, reform 0; Consumer confidence a leading indicator; De Blasio tax offensive
By

Linkfest.com finds today’s top headlines by following the best ‘curators’ on the Web and on Twitter, and by your votes and social media shares – pick the most important stories you think should appear by voting READ MORE ›

FAS Wrap-Up: Policy Anxiety, Neuroscience, and High-Frequency Trading
By

Participants at this year's Financial Analysts Seminar expressed anxiety about global central banks’ continued efforts to keep interest rates low and the many unintended consequences of these policies. But attendees were also treated to a broad selection of other important investing topics.

Linkfest: Glory days over for hedge funds? Fed minutes suggest lack of consensus on taper timing
By

Linkfest.com finds today’s top headlines by following the best ‘curators’ on the Web and on Twitter, and by your votes and social media shares – pick the most important stories you think should appear by voting READ MORE ›

The Use, Misuse, and Abuse of Derivatives
By

Bloomberg's head of quantitative research delivered guidance on how to extract value and avoid pain from the intricacies of the derivatives market.

The Use, Misuse, and Abuse of Derivatives
By

Bloomberg's head of quantitative research delivered guidance on how to extract value and avoid pain from the intricacies of the derivatives market.

Linkfest: Dimon indispensable? Housing bubbles; Soros dumps gold; Arrows hit Fed from all quarters; Watered-down RFQ rules
By

Linkfest.com finds today’s top headlines by following the best ‘curators’ on the Web and on Twitter, and by your votes and social media shares – pick the most important stories you think should appear by voting READ MORE ›