Table of Contents – Links

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Clearinghouse Links

CME CDS Margin Presentation
CME Cleared Derivatives
ICE Eligible Collateral List
ICE Initial Margin
LCH Eligible Collateral List
LCH X-Currency Swap Eligible Collateral
LCH Initial Margin
CCP’s & Regulatory Oversight



Collateral & Margin Links

BIS Collateral Requirements for OTC Derivatives
CCP Initial Margin Presentation
Collateral Handbook JP Morgan
Collateral Discounting – Rethinking Interest Rate Risk (Numerix)
Collateral & Credit Issues
ISDA Best Practices for Collateral Processing
Implications for Asset Managers (Dodd Frank)
Economics ofCollateral (LSE)
Optimizing Collateral
Pricing Derivatives – Adjustments Under Collateral Agreements
Collateral Management – A Unnified Approach


CVA Links

CVA – An Overview
CVA For Derivatives
CVA – Organizational Framework
CVA – Measuring Mark-to-Market (pdf)
CVA Survery (pdf)
CVA Internal Ratings Based Approach to Credit Risk
Funding Valuation Adjustment (FVA)
CVA & Basel III

Compression Links

CME Compression Via Coupon Netting
Swaps Compression to Manage Leverage Ratios
Compression: three steps to maximise capital savings
Compression to Reduce Leeverage Ratio’s and manage Risk


Credit Default Swaps Links

CDS Handbook – Barclays
ISDA Credit Determinations
Sovereign CDS Report 2014


Documentation Links

ISDA SCSA Presentations
Standard Collateral Support Annex 


OIS Discounting Links

OIS Discounting
OIS Discounting & Curve Construction
The Impact of OIS in a Multi-Curve World


Swap Execution Facilities Links

SEF Survey – July 2014
SEF Surveys – Main Page

Statistics Links

BIS Semi-Annual Survey
BIS OTC Derivatives Survey
BIS Triennial Global FX Survey
BIS Triennual IRS Survey
CDS Oustanding
CME Cleared Derivatives Stats
End Users Margin Survey – March 2014
ISDA All Stats
ISDA Historical Stats
ISDA Netting Benefit
ISDA Swaps Data

Swaps & CDS Data & Charts

LCH Global Volume Stats
LCH Volume Stats
DTCC Swaps Stats

Economic Statistic Links

KNOERMA Global Stats 

Trading Economics

Volatility Links

Interpreting Volatility
LIBOR MArket Model w SABR Volatility
Modern Cap Pricing
Option Smile Extrapolation
Pandora’s Cube – Hagen
Rate & FX Options Model s & Smile
The Impact of OIS on Pricing Interest Rate Options
The Relative Valuation of Caps & Swaptions
The Volatility Cube

Sales: Client Generation & Retention Links

Private Banking Survey 2014
Client Retention
Sales Charges: Fees vs Commission
High Net Worth Clients