Banker’s Guide to Derivatives

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:

  • Role derivatives play as risk-management tools in banks of various sizes
  • How higher derivatives usage is tied to enhanced bank performance
  • Real-life use cases of rate-based derivatives in banks today
  • How futures can help you better address challenges of today’s low-interest environment

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About the Author

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.