About Pendragon and what we do
About the people at Pendragon
About our electronic information service
Pensions Surveys
How to contact us
Pendragon home page

Your one point of access to surveys, research and reports for the Pensions Professional

Searching for: researcher is "international swaps & derivatives association (isda)"

Surveys listed in reverse order of publication date

Results 1-9 of 9.

Mid Year 2004 Market Survey
Survey of privately negotiated derivatives
International Swaps & Derivatives Association (ISDA)
Sep 2004 United States Investment - General
This survey of privately negotiated derivatives finds a strong increase in notional principal outstanding volumes in credit derivatives and continued steady growth in interest rate and equity derivatives.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Sep 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

FA262493   Click here to contact the authors.
 
2004 Operations Benchmarking Survey
Credit derivatives processing
International Swaps & Derivatives Association (ISDA)
Jun 2004 WORLDWIDE Investment - General

Based on responses from 67 institutions, the survey demonstrates a major focus on improving credit derivatives processing. It reports that 88% of credit derivative confirmations are now sent out in the T+5 target time versus 83% in the previous year.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Jun 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

5A247820   Click here to contact the authors.
 
Survey of Finance Professors' Views on Derivatives
Finance Professors' Views on Derivatives
International Swaps & Derivatives Association (ISDA)
Apr 2004 WORLDWIDE Investment - General
The survey found that finance professors at the world's top business schools unanimously agree that derivatives help companies manage financial risk more effectively.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Apr 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

E722547D   Click here to contact the authors.
 
Counterparty Credit Exposure among Major Derivatives Dealers
Concentration of Credit Risk among major Derivatives Dealers
International Swaps & Derivatives Association (ISDA)
Mar 2004 WORLDWIDE Investment - General
The report found that exposures among dealers are reduced to minimal levels after giving effect to netting and collateral. The largest net credit risk exposures average about 2%.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Mar 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

86225360   Click here to contact the authors.
 
New Consultation Paper Calls for Trade Automation of Major Derivatives Product Classes By 2005
Strategic vision for transforming operational processing of OTC Derivatives
International Swaps & Derivatives Association (ISDA)
Dec 2003 WORLDWIDE Investment - General
The target timeline calls for automated trade verification, confirmation and legal execution for interest rate derivatives, credit derivatives, equity derivatives, FX derivatives and commodity derivatives by June 2005. The researcher believes that automation of trade processing will reduce operational risk by facilitating straight through processing, bi-lateral settlement reconciliation and collateral matching within agreed upon timeframes.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Dec 2003 or click here (this link will not work in all circumstances). For further information about Perspective click here.

88195025   Click here to contact the authors.
 
2003 Mid Year Market Survey Results
Notional outstanding volumes for all products covered
International Swaps & Derivatives Association (ISDA)
Sep 2003 WORLDWIDE Investment - General
The results of this survey of privately negotiated derivatives reveal that both vanilla swaps and credit derivatives grew by approximately 25% during the first six months of 2003.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Sep 2003 or click here (this link will not work in all circumstances). For further information about Perspective click here.

271716E1   Click here to contact the authors.
 
2003 Operations Benchmarking Survey
Operations processing trends in the privately negotiated derivatives industry
International Swaps & Derivatives Association (ISDA)
Aug 2003 United States Miscellaneous
This survey reports that, during calendar year 2002, participating firms met their objective of producing confirmations by five days after trade date (T+5) for forward rate agreements (FRAs), vanilla swaps and commodity derivatives. Confirmation dispatch times for less standardised products such as credit and equity derivatives also improved last year. Responses show that 83% of credit derivative and 84% of equity derivative confirmations are sent out in the T+5 target time.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Aug 2003 or click here (this link will not work in all circumstances). For further information about Perspective click here.

E1159871   Click here to contact the authors.
 
Comments on the Third Consultative Paper (CP3) on the New Basel Capital Accord
Comments on the Third Consultative Paper (CP3) on the New Basel Capital Accord
International Swaps & Derivatives Association (ISDA)
Jul 2003 United Kingdom Investment - General
In a letter submitted to the Basel Committee on Banking Supervision, the International Swaps and Derivatives Association and The Bond Market Association comment on the Third Consultative Paper (CP3) on the Basel Capital Accord issued by the Committee. The Associations’ comments focus on four core issues in the proposed Accord: capital treatment of credit derivatives, counterparty risk, maturity, and Pillar 2 of the Accord (supervisory review).

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Jul 2003 or click here (this link will not work in all circumstances). For further information about Perspective click here.

90159797   Click here to contact the authors.
 
Use of Derivatives to help manage risk
Use of Derivatives by the world's 500 largest companies
International Swaps & Derivatives Association (ISDA)
Apr 2003 WORLDWIDE Investment - Ethical and SRI
According to the survey, 92% of these companies use derivative instruments to manage and hedge their risks more effectively. The companies using derivatives are located in 26 countries around the world and represent a broad variety of industries, ranging from aerospace to wholesalers of office and electronic equipment. The survey demonstrates that derivatives today are an integral part of corporate risk management among the world’s leading companies. Across geographic regions and industry sectors, the vast majority of these corporations rely on derivatives to hedge a range of risks to which they are exposed in the normal course of business.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Apr 2003 or click here (this link will not work in all circumstances). For further information about Perspective click here.

AA1169DF   Click here to contact the authors.
 

Results 1-9 of 9.