Equity Derivatives Standardization: A Critical Element in Curbing Systematic Risk PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. CFA Digest May 2012 | Vol. 42 | No. 2 | 3 pages Source: CFA InstituteNick FryMichael Kobal, CFA (Reviewer) Read Abstract More standardization and central clearing of OTC equity derivatives are keys to reducing systemic financial risks. The publication of new International Swaps and Derivatives Association (ISDA) definitions for derivatives in 2011 was an important first step. The industry faces challenges as it prepares to implement the definitions for this dynamic asset class. View more information Topics Derivatives : Futures Markets and Instruments · Forward Markets and Instruments · Credit Derivative Markets and Instruments · Types of Derivative Instruments and Their Characteristics · Swap Markets and Instruments Credits · About the CE Program 0 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Top Hedge Fund Investors: Stories, Strategies, and Advice This book chronicles top hedge fund investors that played key roles in the industry, including substantial information on manager sourcing, ... More China's 12th Five-Year Plan Alexander Van Kemenade discusses China's 12th five-year plan, which includes higher efficiency in the use of energy, water, and carbon ... More Loading ...