In its 2007 market survey, Isda said equity derivatives notionals did not grow in the second half of the year, ending 2007 at $10 trillion. Interest rate derivatives grew to $382.3 trillion from $347.1 trillion at mid-year and $285.7 trillion at the end of 2006.
The total notional amount outstanding of $454.5 trillion across asset classes equates to a gross mark-to-market value of $9.8 trillion and a credit exposure after netting of $2.3 trillion.
Isda's New York-based executive director and chi
The week on Risk.net, July 7-13, 2018Receive this by email