In today’s low-interest environment, derivatives are one way U.S. banks are looking to better control their risk and gain performance benefits.
“Bankers Guide to Derivatives”, a new three-part study by Celent, a leading industry consultant, shows how using futures, swaps and options has helped some institutions capture a 20-40 basis point lending spread advantage, generate more pre-tax income, reduce counterparty exposure and better navigate regulatory burdens.
The series shares insights on:
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James M. O’Neill is a senior analysis on the Celent banking team. He specializes in retail banking: core banking systems, corporate banking: treasury management systems, and cloud services: horizontal coverage across banking applications.
Prior to joining Celent, James spent five years at North Goodwin Advisors LLC. in IT advisory services, 10 years at FIS/Metavante Corporation in Fintech outsourcing services, and five years at DBG Development Capital LTD. in private equity.
James received his professional master’s degree at the University of Illinois at Urbana-Champaign, and earned his MBA at Harvard Business School.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.