‘Short End’ and ‘Long End’ of the Yield Curve

These are some of the informal terms used. Usually Yield Curve is formed with two sets of Maturities. They are - 1. Short Term Rates...

Event Mapping between Internal Systems and FpML for Regulatory Reporting

The introduction of open protocols almost two decades ago changed the face of communication among financial institutions. The first one was FIX protocol. Although...

What is Factored Notional

When CDX is initiated it includes a set of reference entities (constituents or names) and notional amount which is a total protection. Each underlying...

What is the difference between Non-deliverable Forward and Forward?

Its a bit confusing. Here are the key points: In simple Forward, underlying notional currencies are exchanged. Where as in Non-deliverable Forward (NDF), there...

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Credit event

An event that leads to a diminished market value for a reference obligation (corporate debt security or loan) other than market interest rates.

Cash flows of credit derivatives

It includes payments associated with initial settlement, periodic premium or coupon payments, termination fee, credit settlement

Course on Derivatives Life Cycle for Boursa Kuwait

Last week and half, I was in Kuwait. It was a great experience conducting a training at Boursa Kuwait. We had a good blend...

Event Mapping between Internal Systems and FpML for Regulatory Reporting

The introduction of open protocols almost two decades ago changed the face of communication among financial institutions. The first one was FIX protocol. Although...

How soon Smart Contracts will disrupt Derivatives Market?

We all experienced the excitement and the hype of the Bitcoin explosion. Prices went up, and prices went down; it was a manic moment....