The International Swaps and Derivatives Association, Inc. (ISDA) today announced the launch of ISDA Research Notes, a quarterly research publication that discusses public policy issues and market trends related to the privately negotiated derivatives industry. ISDA Research Notes will be available at www.isda.org/researchnotes/isdaresearch.html.
ISDA’s first Research Notes, “The ISDA Market Survey: What the results show and what they don’t show”, is now available on the Association’s website. This edition of Research Notes explains why the ISDA Market Survey results are a reasonable measure of market size and growth, but not a reasonable measure of risk. ISDA will publish its second Research Notes in early 2009, which will cover transaction transparency.
“ISDA Research Notes further leverages our staff’s expertise and knowledge to broaden and extend ISDA’s educational efforts and our reach to industry participants around the world,” said Robert Pickel, executive director and chief executive officer, ISDA.
ISDA Research Notes is published by ISDA’s Research Department in New York, which is headed by David Mengle. Mengle is joined by Anatoli Kuprianov, director of Technical Analysis, and Julia Pachos, research associate.
Mengle has served as head of Research at ISDA since he joined the Association in November 2001. He also serves as Associate Professor at the Fordham University Graduate School of Business. Prior to joining ISDA, he worked in the Derivatives Strategies Group at J.P. Morgan in New York. Before that, he was a research economist at the Federal Reserve Bank of Richmond. Mengle holds an A.B. from The Citadel and a Ph.D. in Economics from the University of California, Los Angeles.
Kuprianov is active in ISDA’s education programs and in the organization’s risk management, regulatory and research initiatives. Before joining ISDA in 2007, Kuprianov worked at GMAC ResCap as director of Valuations and Analytics and senior economist in the Risk Management and Quantitative Solutions Group. He earned a B.A. from Kent State University and a Ph.D. in Economics from the University of Rochester.
Pachos supports ISDA’s regulatory, risk management and survey activities. She holds a Bachelor of Science in Economics from Kiev State University in Ukraine and an MBA in Finance from Miami University of Ohio. Pachos is currently pursing a Master’s Degree in Quantitative Finance at Columbia University.
