Politicians push for an investigation as CFTC carries out fact-finding mission
Non-bank dealers are connecting to Sefs and conducting test trades
Matthew O’Connor named as head of investor sales for the Americas
Banking group took state aid, then lied over terms of its repayment
Ability to cross-margin FX futures against equity portfolio offers savings
Cocktail reception last night in New York recognises talent
Dodd-Frank rule seen having muted impact on market-making by banks
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
Barney Frank "not embarrassed" to be cause of increased compliance bill
Financing cost for hedge fund marketing in Europe could reach "unviable levels"
Only banks with ¥6tn in derivatives must trade swaps electronically
Singapore and Mauritius could benefit from scheme to change tax treatment
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass