Derivatives & Repo Report | Published by Perkins Coie LLP

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• Derivatives & Repo Report | Published by Perkins Coie LLP

  The Derivatives & Repo Report blog insights on derivatives and purchase agreements for buy-side market participants and investment advisors.

• Derivatives Exposure: A Circuitous Path to “Gross Notional Amounts” | Derivatives & Repo Report

  By Stephen A. Keen and Andrew P. Cross In this post, we tackle the question of how to calculate the “gross notional amount” of a derivatives transaction

• Derivatives Exposure: Why It Matters And How To Calculate It | Derivatives & Repo Report

  By Stephen A. Keen & Andrew P. Cross Our last post outlined the essential differences between VaR Funds and Limited Derivatives Users: primarily that

• Compliance Checklist for Limited Derivatives Users | Derivatives & Repo Report

  As has been our practice in this series on new Rule 18f-4, we end our survey of its Limited Derivatives User requirements with a compliance checklist.

• Documentation and Transactions | Derivatives & Repo Report

  This post is the second in a series that we are preparing in response to questions from clients, colleagues, and contacts.  Yesterday’s post, which addressed interest rate swaps in a zero or negative ...

• Derivatives Exposure: Adjusting Notional Amounts | Derivatives & Repo Report

  By Stephen A. Keen and Andrew P. Cross Our previous post gave the best account we could of what the SEC staff has said about calculating the “gross