Equity derivatives
Institutions are creating demand for Topix options, outweighing supply
Institutional demand for Topix options outweighs supply and is creating basis risk for dealers hedging their positions
Traders say no sign of short volatility hedging after Nikkei 225 plunges
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Equity derivatives articles
Inverted yield curve provides rich pickings for investors
The recent rise in Japan’s equity markets have seen macro hedge funds and asset managers overtake the retail structured product investors as the dominant source of flow on Nikkei and Topix options
Bank has not decided whether to sell its book to other dealers
Demand from corporate and private bank investors to drive growth in Thai structured product market
New Zealand Stock Exchange to launch equity derivatives to meet demand for hedging instruments
Last summer, banks in the Japan structured products market were hit hard by moves in volatility – but some banks saw this as an opportunity to recycle risk to European pension funds
When the Nikkei slumped last May, banks were forced to sell volatility to protect positions built up through the sale of uridashi products – leaving many with losses. A rally in the index at the end of the year inflicted further pain. In total, the...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
Related conferences
UK, 3rd Jul 2013
USA, 17th - 19th Jul 2013
UK, 24th - 25th Sep 2013
UK, 26th Sep 2013
USA, 21st - 24th Oct 2013
Related training
Canada, 21st - 16th Oct 2013
USA, 19th - 20th Jun 2013
UK, 19th - 20th Jun 2013
Singapore, 29th - 30th Jul 2013
USA, 5th - 7th Aug 2013
Updating your subscription status
Risk IPad Apps
Email alerts
Weekly poll
Related Jobs