Derivative research paper


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Derivatives Under the EU ABS Regulation: the Continuity Concept

Central clearing makes further inroads Summarises what the OTC derivatives statistics show about the importance of central clearing. The bond benchmark continues to tip to swaps Analyses the shift from government bond futures to interest rate swaps for hedging and positioning at the long end of the yield curve. Comparison of BIS derivatives statistics Describes the derivatives statistics collected by the BIS, highlights overlaps in coverage and analyses key differences in definitions.

Downsized FX markets: causes and implications Identifies factors that contributed to a decline in spot trading in foreign exchange markets and a rise in FX derivatives trading. The changing shape of interest rate derivatives markets Analyses structural shifts in interest rate derivatives markets. Emerging derivatives markets? Examines the evolution of markets for derivatives referencing emerging market exchange rates and interest rates. Non-deliverable forwards: impact of currency internationalisation and derivatives reform Analyses developments in the market for non-deliverable forwards.

Revisions to BIS exchange-traded derivatives statistics Introduces newly published data about interest rate and foreign exchange derivatives traded on exchanges. The anatomy of the global FX market through the lens of the Triennial Survey Explains the structural drivers and trends behind the growth of foreign exchange trading. Enhanced BIS statistics on credit risk transfer Analyses the risks transferred through credit default swaps by different groups of counterparties.

Counterparty risk and contract volumes in the credit default swap market Reviews the growth and contraction of the credit default swap market.

Review of Derivatives Research

A user's guide to the Triennial Central Bank Survey of foreign exchange market activity Summarises what data are collected in the Triennial Survey and explains methodological issues that are important for interpreting these data. Credit risk transfer statistics Explores how to enhance statistics on credit risk transfer instruments. In this respect, change in exchange rates, interest rates and stock prices of different financial markets have increased the financial risk to the corporates and investors globally.

Due to some adverse changes in this, which threatened the survival of business world. Therefore, in order to manage such risk, the new instruments have been developed in the financial markets, which are popularly known as financial derivatives at national and international financial market.

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The primary purpose of these instruments is to ensure commitments to prices for future dates for giving protection against adverse movements in future prices to reduce the extent of financial risk in financial markets. Now there is a faster development in derivatives products as well as trading as they are very significant for every corporates and investors.

Introduction

In India, emergence and growth of derivative market is completely new phenomenon. The introduction of equity derivatives was essentially the beginning of a new era in the Indian Capital Market. With the launch of Index Futures in June , as the first derivative product, SEBI expanded the portfolio by quickly adding index options, individual stock options and individual stock futures.

So now, the growth of this market has been quite significant. With these products in place, Indian Capital Market is at par with any other Capital Market across the globe. The Indian derivative market has exhibited exponential growth in terms of volume and number of contracts traded. Within a short span of fourteen years, there is a substantial development in derivatives trading in terms of turnover and number of contracts traded in India.

The present study is mainly focusing on growth and development of financial derivatives products and financial derivative market in India and its regulation.

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