Relevant bibliographies by topics / Over the counter derivatives

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Over the counter derivatives'

Author: Grafiati
Published: 4 June 2021
Last updated: 19 February 2022

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Journal articles on the topic "Over the counter derivatives"

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Vićić, Marija. "Legal regulation of OTC financial derivatives trading." Strani pravni zivot, no. 2 (2021): 215–30. http://dx.doi.org/10.5937/spz65-30645.

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Author explains legal regulation of OTC financial derivative trading on the leading financial markets (USA and EU) as well as shows uniform regulations developed in international legal environment, and separately explains legal framework of the said question in positive Serbian law. Author elaborates main current legal issues related to financial derivatives transactions on the OTC market to which domestic participants are exposed during the operations in Serbian territory but also in cross-border operations. Finally, the author provides concrete proposals for further improvement of disputable legal issues by amending the regulatory framework in line with comparative legal regulations and regulations developed by the international community. Purpose of this article is to bring the attention of legal experts in Serbia to certain inefficient solutions in currently applicable legal regulations related to financial derivatives on the OTC Market, as well as to serve to legal practice as guidance for practical solving the disputable legal issues in particular transactions which have become frequent also for domestic participants on the capital market.
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Hau, Harald, Peter Hoffmann, Sam Langfield, and Yannick Timmer. "Discriminatory Pricing of Over-the-Counter Derivatives." IMF Working Papers 19, no. 100 (2019): 1. http://dx.doi.org/10.5089/9781498303774.001.

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Rausser, Gordon, William Balson, and Reid Stevens. "Centralized clearing for over‐the‐counter derivatives." Journal of Financial Economic Policy 2, no. 4 (November 9, 2010): 346–59. http://dx.doi.org/10.1108/17576381011100865.

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Dew, James Kurt. "Futures-friendly derivatives: a fix for the over-the-counter derivatives mess." International Journal of Financial Innovation in Banking 1, no. 1/2 (2016): 99. http://dx.doi.org/10.1504/ijfib.2016.076627.

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Lin, Li, and Jay Surti. "Capital Requirements for Over-the-Counter Derivatives Central Counterparties." IMF Working Papers 13, no. 3 (2013): 1. http://dx.doi.org/10.5089/9781475535501.001.

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주강원. "A Study on Regulation of Over-the-counter Derivatives." Journal of hongik law review 13, no. 1 (February 2012): 709–33. http://dx.doi.org/10.16960/jhlr.13.1.201202.709.

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Singh, Manmohan, and Miguel A. Segoviano Basurto. "Counterparty Risk in the Over-The-Counter Derivatives Market." IMF Working Papers 08, no. 258 (2008): 1. http://dx.doi.org/10.5089/9781451871166.001.

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Lin, Li, and Jay Surti. "Capital requirements for over-the-counter derivatives central counterparties." Journal of Banking & Finance 52 (March 2015): 140–55. http://dx.doi.org/10.1016/j.jbankfin.2014.08.015.

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Smith, Mark R. "Basic Derivatives for the Oil and Gas Company." Alberta Law Review 39, no. 1 (August 1, 2001): 152. http://dx.doi.org/10.29173/alr511.

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This article provides a general overview of some of the basic derivatives available to oil and gas companies. The author begins by defining what a derivative is and briefly summarizing four basic kinds derive, of derivatives. The author offers other examples of derivative products and illustrates how oil and gas companies can design and utilize these products to meet their individual needs. The article includes a discussion of the 1SDA master agreement, which is used for most over-the-counter derivative contracts. As well, the article outlines some of the key regulatory provisions governing and affecting derivatives, with particular emphasis on Alberta.
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Chen, Christopher. "Over-the-Counter Derivatives Regulation in Hong Kong and Singapore." Brill Research Perspectives in International Banking and Securities Law 1, no. 4 (February 5, 2019): 1–50. http://dx.doi.org/10.1163/24056936-12340006.

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Abstract In this article, Dr Christopher Chen examines and compares the regulation of over-the-counter derivatives in Hong Kong and Singapore, the two largest international financial centres in Asia Pacific. Dr Chen analyses current or proposed regulations on trade reporting, centralised clearing and mandatory exchange trading mandates regarding OTC derivatives against the backdrop of reforms of international financial regulatory structure after the global financial crisis. The article also relates the reforms in Asia to development in major Western markets such as the U.S., U.K. or European Union. Apart from technical comparison and dissecting of content of rules from different angles, this article also examines the rationale behind those reforms and policy concerns behind Asian adoption of the regulatory mandates prescribed by G20 as well as potential policy concerns (such as competition and extraterritoriality) in a market that is dominated by Western banks.
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Dissertations / Theses on the topic "Over the counter derivatives"

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Guerrero, Leon. "Valuation of Over-The-Counter (OTC) Derivatives with Collateralization." Master's thesis, University of Central Florida, 2013. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/5751.

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Collateralization in over-the-counter (OTC) derivatives markets has grown rapidly over the past decade, and even faster in the past few years, due to the impact of the recent financial crisis and the particularly important attention to the counterparty credit risk in derivatives contracts. The addition of collateralization to such contracts significantly reduces the counterparty credit risk and allows to offset liabilities in case of default. We study the problem of valuation of OTC derivatives with payoff in a single currency and with single underlying asset for the cases of zero, partial, and perfect collateralization. We assume the derivative is traded between two default-free counterparties and analyze the impact of collateralization on the fair present value of the derivative. We establish a uniform generalized derivative pricing framework for the three cases of collateralization and show how different approaches to pricing turn out to be consistent. We then generalize the results to include multi-asset and cross-currency arguments, where the underlying and the derivative are in some domestic currency, but the collateral is posted in a foreign currency. We show that the results for the single currency, multi-asset case are consistent with those obtained for the single currency, single asset case.
M.S.
Masters
Mathematics
Sciences
Mathematical Science; Industrial Mathematics
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2

Goulding, William Ph D. Sloan School of Management. "Regulation of off-balance sheet exposures and pricing of over-the-counter derivatives." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/123380.

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Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2019
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 23-24).
In the post-crisis period substantial attention has been placed on regulation of exposures held off balance sheet by large banks. I analyze the effect on equity holders of such regulation. While requiring banks to hold capital against their on balance sheet exposures largely doses not perturb equity holder valuation capital held against off balance sheet exposures decreases the equity claim by generating a deleveraging effect when the balance sheet is expanded. Shareholders command a premium to compensate for the change in the value of their claim leading to a deviation of prices of redundant derivative claims from their replicating portfolios. Importantly, this effect does not appear under a standard capital ratio.
by William Goulding.
S.M. in Management Research
S.M.inManagementResearch Massachusetts Institute of Technology, Sloan School of Management
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GROSSULE, EDOARDO. "LA NUOVA DISCIPLINA DEI CONTRATTI DERIVATI OVER THE COUNTER." Doctoral thesis, Università Cattolica del Sacro Cuore, 2015. http://hdl.handle.net/10280/6136.

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Il presente lavoro si propone di analizzare in una prospettiva funzionale la nuova disciplina dei contratti derivati over the counter introdotta in Europa con il Regolamento 648/2012 (EMIR) e in USA con il Dodd-Frank Act, con l’obbiettivo di metterne in luce punti di forza e di debolezza. Per perseguire compiutamente detto obiettivo, la tesi propone un percorso logico che parte dall’approfondimento delle cause economico-giuridiche che hanno favorito il propagarsi degli effetti negativi della crisi, che successivamente si sofferma sulle possibili risposte normative ai problemi posti dagli strumenti derivati. Infine, l’analisi si termina sottolineando gli aspetti problematici legati all’effettività della nuova disciplina, soprattutto alla luce delle policy dynamic che si sviluppano intorno al lungo procedimento di approvazione di norme complesse.
This dissertation aims at analyzing, with a functional approach, the new regulations of over the counter derivatives introduced in Europe with the 648/2012 Regulation (EMIR) and in the US under the Dodd-Frank Act, with the goal to underlying the strengths and weaknesses. To fully achieve this objective, the thesis proposes a logical path that starts from the deepening of economic and legal causes that have favored the spread of the negative effects of the crisis, then focuses on possible regulatory responses to the problems posed by derivatives. Finally, the analysis ends pointing out the problematic aspects related to the effectiveness of the new rules, especially in light of the policy dynamic developed during the long process of approval of these complex rules.
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Nordberg, Marcus. "The Viability of Cluster Based Representations for Classification of Over the Counter Derivative Populations." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210418.

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A population of financial derivatives can be compressed if a subset of derivatives yield a net cash flow that lies within a given tolerance level between the parties involved. To conduct a correct population compression, it is essential that all derivatives of the involved parties are present in the derivative set. The current state-of-the-art to ensure this is to have analysts with domain expertise analyzing the populations with the use of assisting tools. The purpose of this project was to automate this process through the use of machine learning classification. Different ways of using clustering for representing a collection of derivatives was implemented and evaluated. The first representation derives from a clustering of all derivatives across populations, describing the distribution of the derivatives across the clusters. A second representation uses the previously mentioned clustering to instead find the distance from a population to all the clusters to form a vector. These representations were compared to two naive representations, one where the mean derivative of a population is used as representation and one where a random clustering is used to find a distribution. The representations were evaluated through classification, using three different classification models (Support Vector Machine, Decision Tree, and a Naive Bayes' Classifier). Different models were tested to examine whether the representations generalize across models. Both the proposed representations were found to be comparable with the naive representations, indicating that the representations fail to capture the characteristics of missing derivatives. The cause of this was found to be that populations of derivatives vary too much for clustering to be consistent enough across populations.
En population av finansiella derivat kan komprimeras om en delmängd av derivat ger ett nettokassaflöde mellan de berörda parterna som ligger inom ett givet toleransintervall. För att göra en korrekt kompression är det viktigt att alla derivat med de involverade parterna finns närvarande i derivatuppsättningen. I nuläget används analytiker som med domänkompetens och erfarenhet kan analysera populationen med hjälp utav verktyg. Syftet med detta projekt var att undersöka om det är möjligt att automatisera denna process genom att använda maskininlärningsklassificering. Olika sätt att använda klustring för att representera en samling derivat implementerades och utvärderades. Den första representationen klustrar alla derivat över populationer och representerar en population med en vektor som beskriver fördelningen av derivaten över kluster. En andra representation använder den tidigare nämnda klustringen för att istället hitta avståndet från populationen som ska representeras till alla kluster för att bilda en vektor. Dessa representationer jämfördes med två naiva representationer, en där det genomsnittliga derivatet av en population används som representation och en där en slumpmässig klustring används för att hitta en distribution likt den först beskrivna representationen. Representationerna utvärderades genom klassificering med tre olika klassificeringsmodeller (stödvektormaskiner, beslutsträd och en naiv Bayesklassificierare). Olika modeller testades för att utvärdera hur representationerna generaliserar över modeller. Båda de föreslagna representationerna visade sig prestera i linje med de naiva representationerna, vilket indikerar att representationerna misslyckas med att fånga kännetecknen för saknade derivat. Orsaken till detta tycks vara att varje uppsättning av derivat är så unik att klustring av derivaten blir för olik baserat på vilken uppsättning man använder.
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Moura, Jacqueline de Oliveira. "Gestão de risco nos mercados de bolsa e de balcão : como o Brasil superou a crise de derivativos." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10773.

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Mestrado em Economia Internacional e Estudos Europeus
Esta dissertação procura compreender a dinâmica da gestão de riscos, especificamente no mercado de bolsa e de balcão, como um modelo fundamental para a integridade do sistema, evitando um impacto em cadeia e colocando em risco todo o sistema bancário. Será apresentado o modelo de clearing e gestão de risco no Brasil e sua contribuição para uma gestão de riscos mais eficiente e mais racional entre os vários agentes econômicos. Neste contexto, este trabalho avalia, especificamente, a polêmica que envolve operações com derivativos financeiro e o papel destes instrumentos na estabilidade do sistema financeiro internacional. Em síntese, o objetivo deste estudo é analisar como o Brasil superou a crise dos instrumentos derivativos no mercado de bolsa e de balcão, com ênfase nas melhores práticas de gestão de risco. Os resultados são positivos e motivam estudos futuros sobre o tema.
The study seeks to understand the dynamics of risk management, specifically in the stock-exchange and over-the-counter markets, as a primary model for system integrity, avoiding systemic impact and threats to the entire banking system. The Clearing and Risk Management models used in Brazil will be presented, as well as their contribution to a more efficient risk management and increased rational among the various economic agents. In this context, this paper specifically assesses the controversy involving transactions with financial derivatives and the role of these instruments regarding the stability of the international financial system. In summary, the objective of this study is to analyze how Brazil overcame the crisis of derivative instruments in the stock exchange and over-the-counter markets, with emphasis on the best practices of risk management. The results were positive and motivate future studies on this subject.
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Mafud, Pedro Darahem. "Racionalidade econômica e aspectos jurídicos dos derivativos: uma análise jurisprudencial." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/2/2132/tde-09122014-140414/.

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Este trabalho descreve o comportamento do Judiciário brasileiro com relação aos derivativos. Para tanto, exploramos decisões dos Tribunais de Justiça entre os anos de 2006 e 2010, conforme metodologia específica. Como suporte da pesquisa jurimétrica, analisamos os aspectos financeiros (utilidade e risco, espécies e estratégias, locais de negociação) e as características jurídicas (jogo e aposta, natureza contratual, valores mobiliários) dos derivativos.
This paper describes the position of the Brazilian courts on derivatives. For this purpose, we examine decisions rendered by the Courts of Appeals between the years of 2006 and 2010, in accordance with a specific methodology. As a foundation for jurimetrics research, we analyse the financial aspects (utility and risk, species and strategies, trade environment) and the legal characteristics (gambling, contractual nature, securities) of derivatives.
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Lee, Foong Mee, and n/a. "OTC derivatives filling the gaps in investor protection." University of Canberra. Law, 1998. http://erl.canberra.edu.au./public/adt-AUC20050523.105415.

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The dramatic growth of over-the-counter (OTC) derivatives in the last two decades and the ever-expanding range of financial derivative have triggered concerns as regards investor protection. These concerns have been exacerbated in recent times by phenomenal losses sustained by several large corporations (including municipalities), in the United States, Europe and Asia. This thesis seeks to evaluate the capacity of the existing regulatory framework in Australia to provide protection to participants trading in the OTC derivatives markets. The evaluation is carried out in three parts: first, by identifying the gaps in the Corporations Law regimes, second by determining the extent to which the general criminal and consumer laws are capable of stepping into the breach left open by the Corporations Law and third, by locating the gaps in the supervisory structure by identify the participants who are not subject to any form of supervision by the regulators. The examination conducted in this thesis of the regimes in Chapters 7 and 8 of the Corporations Law reveals a number of gaps in respect of investor protection. Significantly, the OTC derivatives market, which is by far the larger market compared to the on-exchange derivatives market, is generally unregulated by the Corporations Law. Comparative analysis between the sanctions provisions in Chapters 7 and 8 of the Corporations Law and those in the Crimes Act 1900 (NSW) and the Trade Practices Act 1974 (Cth) indicated that whilst these latter Acts have the potential to act as a substitute for some of the sanctions provisions in the Corporation Law, about half of the sanctions provisions under the Corporations Law regime has no equivalent provisions in these Acts. In consequence, some regulatory gaps remain. Gaps also occur in the supervisory structure as the surveillance by regulators of market participants is focused along institutional lines. The failure of the law to provide adequate protection to investors trading in the OTC derivatives markets is due primarily to an outdated, inflexible and inappropriate regulatory framework which, when originally constructed, was not intended to regulated the broad spectrum of financial derivatives. This thesis discusses the gaps and deficiencies in the Corporations Law regime and also discusses the recent recommendations made by the Wallis Committee and the Companies and Securities Advisory Committee as well as the proposals of the Treasury in relation to investor protection. It also provides some suggestions for law reform.
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Moreno-Bromberg, Santiago. "Optimal design of over-the-counter derivatives in a principal-agent framework : an existence result and numerical implementations." Thesis, University of British Columbia, 2008. http://hdl.handle.net/2429/5300.

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This work lies in the intersection of Mathematical Finance, Mathematical Economics and Convex Analysis. In terms of the latter, a new result (to the author’s knowledge) on a Lipschitz property of the derivatives of a convex function is presented in the first chapter. An important result on its own, it might also provide a stepping stone to an extension to Hubert spaces of Alexandrov’s theorem on the second derivatives of convex functions. The second chapter considers the problem of Adverse Selection and op timal derivative design within a Principal-Agent framework. The principal’s income is exposed to non-hedgeable risk factors arising, for instance, from weather or climate phenomena. She evaluates her risk using a coherent and law invariant risk measure and tries to minimize her exposure by selling derivative securities on her income to individual agents. The agents have mean-variance preferences with heterogeneous risk aversion coefficients. An agent’s degree of risk aversion is private information and the principal only knows their overall distribution. It is shown that the principal’s risk mini mization problem has a solution and, in terms of the pricing schedule, the latter is unique. Finding a solution to the principal’s problem requires solving a varia tional problem with global convexity constraints. In general, this cannot be done in closed form. To this end an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions is presented in the fourth chapter of this work. Several examples are provided.
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Sitoe, Juliete Faustino Mahoro. "Utilização de instrumentos financeiros derivados em Moçambique." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/17714.

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Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais
A utilização de derivados é cada vez mais comum nas empresas modernas, sendo estes instrumentos utilizados na cobertura de diferentes riscos a que as empresas estão expostas. Embora as empresas moçambicanas estejam expostas a diferentes categorias de risco, constata-se que a utilização de instrumentos derivados é inexpressiva em Moçambique. Assim, o objectivo desta pesquisa é estudar a utilização dos derivados em Moçambique, analisando o nível de utilização, perfil dos usuários, tipos de instrumentos e os motivos de sua contratação. Do estudo realizado, concluiu-se que a utilização dos derivados ainda é pouco expressiva em Moçambique, sendo que esses instrumentos não são transacionados em bolsa e são oferecidos por um reduzido número de bancos comerciais. Constatou-se também que os bancos que oferecem derivados, detém uma carteira muito reduzida de clientes nestes produtos. Conclui-se ainda que o principal motivo para o recurso aos derivados em Moçambique é a cobertura de risco e que os derivados de maior utilização são os derivados cambiais. Quanto às características dos utilizadores, os dados da pesquisa indicam que os derivados são utilizados por grandes e médias empresas, numa proporção de 86% e 14% respectivamente, não tendo sido reportado o uso por micro e pequenas empresas. Dentre as grandes empresas, a taxa de utilização encontrada foi de 37% sendo as grandes multinacionais responsáveis por 38% do reporte de uso de derivados. O sector de actividade que mais reporta o uso destes instrumentos é o das actividade financeiras e de seguros, com um reporte de utilização de 62%.
The use of derivatives is increasingly common in modern companies, and these instruments are used to cover different risks to which companies are exposed. Although Mozambican companies are exposed to different risk categories, the use of derivative instruments is unimpressive. Thus, the objective of this research is to study the use of derivatives in Mozambique, analyzing the level of use, profile of users, most used products and utilization purposes. From the study, it was concluded that the use of derivatives is not very significant in Mozambique, that these instruments are not traded on the stock exchange and are offered by a small number of commercial banks. It was also found that the banks that offer derivatives have a very small portfolio of customers for these products. The study led to the conclusion that the main reason for the use of derivatives in Mozambique is risk hedging and that the most widely used derivatives are the currency derivatives. Regarding the characteristics of the customers, the research data indicate that the derivatives are used by large and medium-sized companies in a proportion of 86% and 14% respectively, and the use by micro and small companies has not been reported. The utilization rate among the large companies was found to be around 37% and among these companies, the major multinationals being responsible for 38% of the report on the use of derivatives. The sector of activity that most reports the use of derivatives is the financial sector, with a utilization report of 62%.
info:eu-repo/semantics/publishedVersion
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Guittet, Stéphane J. "Reforming financial regulation after the global financial crisis : the case of over-the-counter derivative market regulation." Thesis, Paris, Institut d'études politiques, 2013. http://www.theses.fr/2013IEPP0058.

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Au lendemain de la pire crise financière mondiale depuis les années 1930, plusieurs gouvernements réunis sous la coupe du G20 se sont accordés sur la réforme du système financier international. La régulation des marchés financiers fut étendue à de nouveaux territoires. Toutefois, si la crise est une condition du changement, elle ne montre ni l’étendue ni la séquence d’événements qui expliquent ce revirement de politique publique. Dès lors, une question se pose: quels sont les éléments qui peuvent expliquer cette évolution de la réglementation financière internationale ? Cette dissertation démontre que la politique domestique des États-Unis et des pays majeurs de l’Union Européenne ont directement influencé ce changement de politique publique. En se focalisant sur les marchés de dérivés de gré à gré, cette recherche démontrera que l’extension de la régulation financière à de nouveaux marchés est le produit de l’augmentation de l’attention du public ou « salliance politique » dans des pays influents sur la scène internationale. Toutefois, les trajectoires historiques uniques qui caractérisent ces États nous informent sur les contours uniques de ces nouvelles réglementations qui ne sont pas écrites sur une page blanche. Cette recherche examine en particulier l’évolution de la régulation financière sur les marchés de dérivés de crédit ou « credit-default swaps » aux États-Unis avec l’adoption de la loi Dodd-Frank et, en Europe, avec l’adoption de la régulation European Market Infrastructure Regulation (EMIR). Cette argumentation et cette étude empirique contribuent à l’étude de l’évolution des préférences des états dans le domaine de la réglementation financière internationale
In the aftermath of the global financial crisis of 2007-2010, international policymakers agreed to reform international financial regulation. New areas of financial markets were placed for the first time under the direct oversight of public regulators. However, the financial crisis explains neither the scope nor the sequence of the regulation that followed in its wake. Thus, the question remains: what explains these international financial regulation outcomes after the crisis? This dissertation argues that domestic politics within the United States and the major European Union member states explain the shift and form of that financial regulation. It focuses on over-the-counter credit derivative markets to show that previously unregulated markets were brought under greater supervision when public salience increases in influential states. However, a nation’s unique historical circumstances determine the concrete regulation policy that develops. This research examines the evolution of credit-default swaps regulation in the US under the Dodd–Frank Wall Street Reform and Consumer Protection Act and in the EU, with special attention to the European Market Infrastructure Regulation (EMIR). With its argument and case study, this dissertation contributes to the study of state preference formation over-time with regard to international financial regulation
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Books on the topic "Over the counter derivatives"

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Johnson, Christian A. Over-the-counter derivatives documentation: A practical guide for executives. New York: Bowne, 2000.

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United States. Government Accountability Office. Credit derivatives: Confirmation backlogs increased dealers' operational risks, but were successfully addressed after joint regulatory action : report to congressional requesters. Washington, D.C: GAO, 2007.

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Bender, Seth. Negotiating skills for the ISDA master agreement: The essential playbook for over the counter derivatives. Upper Saddle River, N.J: FT Press, 2011.

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Gut, Alexander. Auditing OTC derivatives for banks. Bern: P. Haupt, 1995.

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Arora, Dayanand. OTC derivatives market in India: Recent regulatory initiatives and open issues for market stability and development. New Delhi: Indian Council for Research on International Economic Relations, 2010.

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González-Hermosillo, Brenda. The microstructure of financial derivatives markets: Exchange-traded versus over-the-counter. [Ottawa, Ont.]: Bank of Canada, 1994.

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Darby, Michael R. Over-the-counter derivatives and systemic risk to the global financial system. Cambridge, MA: National Bureau of Economic Research, 1994.

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Fund, International Monetary. Modern banking and OTC derivatives markets: the transformation of global finance and its implicatioms for systematic risk. Washington,DC: International Monetary Fund, 2000.

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OTC derivatives: Hearing before the Committee on Agriculture, Nutrition, and Forestry, United States Senate, One Hundred Fifth Congress, second session on OTC derivatives, December 16, 1998. Washington: U.S. G.P.O., 1999.

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Crops, United States Congress House Committee on Agriculture Subcommittee on Risk Management and Specialty. Regulation of the over-the-counter derivatives market: Hearing before the Subcommittee on Risk Management and Specialty Crops of the Committee on Agriculture, House of Representatives, One Hundred Fifth Congress, second session, June 10, 1998. Washington: U.S. G.P.O., 1998.

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Book chapters on the topic "Over the counter derivatives"

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Murphy, David. "Over-The-Counter Derivatives." In OTC Derivatives: Bilateral Trading & Central Clearing, 9–29. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137293862_2.

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Brown-Hruska, Sharon. "The Derivatives Marketplace: Exchanges and the Over-the-Counter Market." In Financial Derivatives, 21–42. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch2.

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Carare, Andrei, Michela Ciampoli, Giovanni De Gasperis, and Sante Dino Facchini. "Case Study: The Automation of an over the Counter Financial Derivatives Transaction Using the CORDA Blockchain." In Blockchain and Applications, 128–37. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-86162-9_13.

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Barrera, Ligia Catherine Arias. "Multiple Strategies of Financial Regulation Adopted in the Colombian Securities Market: The Case of Over-the-Counter Derivatives." In Law and Policy in Latin America, 167–83. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-56694-2_10.

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Gooch, Jan W. "Over-the-Counter." In Encyclopedic Dictionary of Polymers, 510. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6247-8_8303.

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Nahler, Gerhard. "over-the-counter (OTC)." In Dictionary of Pharmaceutical Medicine, 129. Vienna: Springer Vienna, 2009. http://dx.doi.org/10.1007/978-3-211-89836-9_987.

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Peter, Helga. "Over the counter medications." In Springer Reference Medizin, 1. Berlin, Heidelberg: Springer Berlin Heidelberg, 2020. http://dx.doi.org/10.1007/978-3-642-54672-3_723-1.

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Board, John, Charles Sutcliffe, and Stephen Wells. "Over the Counter (OTC) Markets." In Transparency and Fragmentation, 240–53. London: Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9781403907073_9.

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Graber, Emmy M., and Diane Thiboutot. "Over-the-counter Acne Treatments." In Cosmetic Dermatology, 501–8. Oxford, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781118655566.ch57.

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Schwab, Frank, and Stefan Kuhlins. "Automatisierter Over-the-Counter-Wertpapierhandel." In Informationssysteme in der Finanzwirtschaft, 285–97. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-642-60327-3_21.

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Conference papers on the topic "Over the counter derivatives"

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Friesz, Melinda, and Kata Varadi. "Clearinghouses Versus Central Counterparties From Margin Calculation Point Of View." In 35th ECMS International Conference on Modelling and Simulation. ECMS, 2021. http://dx.doi.org/10.7148/2021-0075.

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Clearinghouses and central counterparties (CCPs) have a notable role in financial markets, namely facilitating securities trading and derivative transactions on exchanges and over-the-counter markets. They have to clear the transactions and carry out their settlements to decrease costs and settlement risk. To efficiently carry out this activity, they need to collect adequate collateral from the trading parties as guarantees. Two main elements of these guarantees are the margin requirement and default fund contribution. Our paper focuses on the margin calculations and emphasizes their notable difference in the case of clearinghouses and CCPs. Our main result is that clearinghouses’ margin requirement is better from a procyclicality point of view; however, CCP margining is more prudent based on our results.
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Cobanoglu, Mustafa. "A New Method of Pressure Analysis of Well-Test Data from a Well in a Multi-well Reservoir with no Flow Boundary Condition & New Diagnostic Plots to Differentiate Between the Boundary and Interference Effects." In International Petroleum Technology Conference. IPTC, 2021. http://dx.doi.org/10.2523/iptc-21373-ms.

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Abstract If the interference effect is not considered for well test interpretation, it could lead to wrong analyses especially in boundary identification. In addition, there are some case where interference effects might be hidden where it may not be obvious due to data uncertainty. Therefore, special diagnostics of the multi well interference models will be required to differentiate between the boundary and interference effects. In addition, there is no analytical method for a well in a multi-well reservoir with no flow boundary condition. In this paper a new method was developed to model Pressure Analysis of Well-Test Data from a Well in a Multi-well reservoir with no flow boundary condition. It covers; Derivation of the analytical model, based on the superposition principle, with and without "no flow" boundary condition; Modeling of various combination of testing & interfering well cases (i.e. testing well is on production or shut-in while interfering well is on production or shut-in) Modeling of various combinations of testing & interfering well rate cases (i.e. production or injection, rate variations) Modeling of various number of interfering well cases (i.e. location and well count) Investigation deeply on how to differentiate between the boundary and interference effects (or vice versa) and developing the special diagnostics to able to detect interference effect directly. Results are shown that 1) the multi-well interference effect with and without no flow boundary condition has huge impact on the well test interpretation and this effect might be interpreted as a boundary effect if interference is not considered. 2) Build-up (BU) behavior of testing well is depending on whether interfering well is shut-in or producing. If interfering well is producing, pressure derivative of BU curve is concave down and If the interfering wells are shutting in, pressure derivative of BU curve is concave up 3) the interfering well rate is affecting magnitude of impact on pressure derivative and the higher the rates, the bigger the response 4) the interfering well distance is affecting the timing of deviation on pressure derivative and the closer the distance, the quicker the response Study also concluded that there are 3 special characteristics, which only exists in interference cases, and which does not exist in boundary cases. Therefore, those characteristics can be used to differentiate between the interference and boundary effects. Those are 1) Pressure decrease or rise at the beginning of well testing 2) the drawn-down (DD) and BU pressure derivatives in Log-Log plot are different (i.e. when BU is concave up, DD is concave down or vice versa) in case of interfering well is on continuous production 3) The consecutive BU's (or DD's) pressure derivatives on Log-Log plot are different and changing over time
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Harari, Isaac, and Gabriel Blejer. "Finite Element Methods for the Interaction of Acoustic Fluids With Elastic Solids." In ASME 1995 Design Engineering Technical Conferences collocated with the ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium. American Society of Mechanical Engineers, 1995. http://dx.doi.org/10.1115/detc1995-0394.

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Abstract Computation is essential to the solution of many problems of structural acoustics, particularly when wavelengths are of the same order as characteristic length scales. The development of finite element methods for large-scale computation of solutions to these problems should be preceded by a thorough analytical understanding of their performance in simplified settings in order to validate application to general configurations. Coupling such an analysis with the design of numerical methods that is based on understanding the underlying mathematical framework leads to the development of robust methods in which stability properties are enhanced while maintaining higher-order accuracy. In this work we develop finite element methods for exterior problems of time-harmonic acoustic-structure interaction. Exterior boundary conditions are derived from an exact relation between the solution and its derivatives on an artificial boundary by the DtN method, yielding an equivalent problem in a bounded region that is suitable for domain-based computation. Solutions to the equivalent problem are unique, precluding singular behavior in finite element models. Galerkin/least-squares technology is specialized to these problems in order to counter the numerical difficulties that result from employing traditional Galerkin methods. This is achieved by appending terms in least-squares form containing residuals of the Euler-Lagrange equations to the standard Galerkin formulation. The Galerkin/least-squares method is designed to yield dispersion-free finite element solutions to model problems, leading to superior performance on general, multi-dimensional configurations. Two one-dimensional model problems are investigated over a wide range of combinations of material properties of both media. In the first an exterior acoustic problem with impedance boundary conditions is analyzed, in order to study the influence of the elastic body on the acoustic medium. In the second, an elastic rod with an exterior acoustic medium is investigated in order to examine propagation from the solid to the fluid. The resulting method exhibits superior performance for fluid-solid interaction in multi-dimensional configurations. One version of the method offers particularly good representation of interface values.
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Lin, Chi-Feng, Pin-Hung Chen, Ting-Hsuan Hsieh, Hsieh-Cheng Han, and Kuo-Yuan Chiu. "Cobalt derivatives as counter electrodes in dye sensitized solar cells." In 2015 22nd International Workshop on Active-Matrix Flatpanel Displays and Devices (AM-FPD). IEEE, 2015. http://dx.doi.org/10.1109/am-fpd.2015.7173248.

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Evdokimov, I. M., Dmitry N. Vasiliev, Andrew V. Savin, and S. L. Druzhinin. "Gas flow in counter-flow jet SOG." In Prague -- 2004 DL over. SPIE, 2005. http://dx.doi.org/10.1117/12.610963.

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Chi-Feng Lin, Yu-Chen Chou, Pin-Hung Chen, Ting-Hsuan Hsieh, Hsieh-Cheng Han, and Kuo-Yuan Chiu. "Dye sensitized solar cells with carbon and cobalt derivatives as counter electrodes." In 2016 Progress in Electromagnetic Research Symposium (PIERS). IEEE, 2016. http://dx.doi.org/10.1109/piers.2016.7734544.

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O¨zel, Tug˘rul, and Frank Pfefferkorn. "Pulsed Laser Assisted Micromilling for Die/Mold Manufacturing." In ASME 2007 International Manufacturing Science and Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/msec2007-31101.

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Laser assisted machining is an alternative to conventional machining of hard and/or difficult-to-process materials which involves pre-heating of a focused area with a laser beam over the surface of the workpiece to cause localized thermal softening along the path of the cutting action. The main advantage that laser assisted machining has over conventional machining is the increased material removal rate and productivity. Laser assisted micromilling is a scaled down derivative of laser assisted machining assuming that the process effectiveness potentially exists at the meso/micro scale. It is well-known that continuous-wave (c.w.) lasers generate a wide and deep heat affected zone, and can cause microstructure alterations, potentially making laser assistance counter-productive at the meso/micro scale. The novel use of a pulsed laser in assisting micromilling enables processing of die/mold metal alloys that are typically hard and/or difficult-to-process in micro scale, while reducing the heat affected zone. A fairly innovative technique is introduced by thermally softening only the focused microscale area of the work material with induced heat from a pulsed laser, and material removal is performed immediately with micro mechanical end milling. The focus of this paper is to present a fundamental understanding of the pulsed laser assisted micromilling (PLAM), in particular, to investigate the influence of pulsing on microscale localized thermal softening by coupling with the finite element simulation of the micromilling process. Experiments and Finite element method-based process simulations for micromilling of AISI 4340 steel with and without the laser assistance are conducted to study the influence of the pulsed laser thermal softening on the reduction in cutting forces and its influence on the temperature rise in the cutting tool.
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Luu, Loi, Shweta Shinde, Prateek Saxena, and Brian Demsky. "A model counter for constraints over unbounded strings." In PLDI '14: ACM SIGPLAN Conference on Programming Language Design and Implementation. New York, NY, USA: ACM, 2014. http://dx.doi.org/10.1145/2594291.2594331.

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Chen, Chi-Hung, Louiqa Raschid, and Jinming Xue. "Understanding Trading Interactions and Behavior in Over-the-Counter Markets." In the 5th Workshop. New York, New York, USA: ACM Press, 2019. http://dx.doi.org/10.1145/3336499.3338004.

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Badonnel, Remi, Olivier Festor, and Khaled Hamlaoui. "Monitoring and counter-profiling for Voice over IP networks and services." In 2009 IFIP/IEEE International Symposium on Integrated Network Management (IM). IEEE, 2009. http://dx.doi.org/10.1109/inm.2009.5188819.

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Reports on the topic "Over the counter derivatives"

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Darby, Michael. Over-the-Counter Derivatives and Systemic Risk to the Global Financial System. Cambridge, MA: National Bureau of Economic Research, July 1994. http://dx.doi.org/10.3386/w4801.

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Duffie, Darrell, Nicolae Garleanu, and Lasse Heje Pedersen. Over-the-Counter Markets. Cambridge, MA: National Bureau of Economic Research, October 2004. http://dx.doi.org/10.3386/w10816.

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Duffie, Darrell, Nicolae Garleanu, and Lasse Heje Pedersen. Valuation in Over-the-Counter Markets. Cambridge, MA: National Bureau of Economic Research, February 2006. http://dx.doi.org/10.3386/w12020.

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Hugonnier, Julien, Benjamin Lester, and Pierre-Olivier Weill. Frictional Intermediation in Over-the-counter Markets. Cambridge, MA: National Bureau of Economic Research, August 2018. http://dx.doi.org/10.3386/w24956.

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Lagos, Ricardo, Guillaume Rocheteau, and Pierre-Olivier Weill. Crises and Liquidity in Over-the-Counter Markets. Cambridge, MA: National Bureau of Economic Research, October 2009. http://dx.doi.org/10.3386/w15414.

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Acharya, Viral, and Alberto Bisin. Counterparty Risk Externality: Centralized Versus Over-the-counter Markets. Cambridge, MA: National Bureau of Economic Research, April 2011. http://dx.doi.org/10.3386/w17000.

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Lagos, Ricardo, and Shengxing Zhang. A Monetary Model of Bilateral Over-the-Counter Markets. Cambridge, MA: National Bureau of Economic Research, November 2018. http://dx.doi.org/10.3386/w25239.

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Prazinko, B. F., J. A. Sam, J. L. Caldwell, and A. T. Townsend. Dose Uniformity of Over-the-Counter Melatonin as Determined by High-Pressure Liquid Chromatography. Fort Belvoir, VA: Defense Technical Information Center, August 2000. http://dx.doi.org/10.21236/ada383246.

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Lehtovirta, V., M. Naslund, and K. Norrman. Integrity Transform Carrying Roll-Over Counter for the Secure Real-time Transport Protocol (SRTP). RFC Editor, January 2007. http://dx.doi.org/10.17487/rfc4771.

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Coggins, Christiana, Christopher Elias, Ronachai Atisook, Mary Bassett, Virginie Ettiegne-Traore, Peter Ghys, Laura Jenkins-Woelk, Earmporn Thongkrajai, and Nancy VanDevanter. A study of women's preferences regarding the formulation of over-the-counter vaginal spermicides. Population Council, 1998. http://dx.doi.org/10.31899/rh5.1008.

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