Region looks attractive after an extended period of serious problems
Differences in the cost of yen and dollar funding are significantly impacting the price of Japan equity options at the long end of the curve and driving dealers on to the listed market
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Equity derivatives articles
Cash business likely to stay with Nikkei 225 but derivative trades may shift
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Equity-linked underlyings moving to Euro Stoxx 50
Currency controls in South Africa limit the ability of domestic investors to build stakes in big overseas companies. Listed quanto futures are one way round that, but the users remain exposed to currency risk – so some banks are now pushing an options-based...
Two different sets of master agreements cause stalemate between banks and securities firms
Delta-one desks say their arbitrage business has been cut back – contributing to an unprecedented collapse in implied equity index repo rates. Inventory pressures created by bank regulation are being blamed. Matt Cameron reports
Skew and curvature of volatility smiles are not only difficult to estimate, but also poorly reproduced by most smile expansions. Jean-Philippe Bouchaud, Lorenzo De Leo, Vincent Vargas and Stefano Ciliberti propose an expansion that effectively captures...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future