ISDA Analysis of Year End Market Survey 2011
A new survey by ISDA using multiple data sources highlights the huge difference between the Notionals and Market Values of OTC trades, often misunderstood, such as on this info graphic.
June 6, 2012 - Editor
Category: ISDA
A new survey by ISDA using multiple data sources highlights the huge difference between the Notionals and Market Values of OTC trades, often misunderstood, such as on this info graphic.
A commentary on the data is also here, which explains the meaning behind the BIS figures on the market values quoted.
Once collateral is accounted for, the market value of OTC products is reduced to 0.2% of the outstanding notional.
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