Publications

Derivatives: Practices and Principles, Appendix I: Working Papers

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  • Working Group on Global Derivatives
  • 1993
  • 140
  • Special Report
  • 1-56708-091-X
  • Derivatives
  • A comprehensive study of derivatives and derivatives markets drawn from the experience of Market participants, with recommendations designed to help dealers and end-users better manage the risks of derivatives activities. Six working papers that detail the recommendations and the analysis behind them on: valuation and market risk; credit risk; enforceability; systems operations and controls; accounting and reporting; and systemic issues.

    PDF available by email request.
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