Equity derivatives
RBS cash equities exit could hike hedging costs
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RBS will have to pay more to hedge vega from its equity derivatives business after losing offsets provided by cash, rivals say
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Margin efficiency is going to be key to both listed and OTC derivatives markets, but the equity market has been lagging - a result of regulatory opacity
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Financial Services Commission considers restrictions on liquidity providers to cool down Korean warrant market
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Asian institutional investors take aggressive stance on volatility
Original headline:
The potential for another systemic meltdown is a clear and present danger given the precarious state of eurozone public finances plus global debt and credit imbalances. But Asian investors are not rushing to buy crash protection. Rather, with implied...
Brics to cross-list equity derivatives via new alliance
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A new ‘Brics exchanges alliance’ has been formed to allow investors to trade equity index derivatives of each participating exchange in local currencies. The move comes as Asian exchanges increasingly are establishing alliances to promote cross-border...
Dealers tout dividends despite slide
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The recent collapse in the value of dividends is a reminder of painful 2008 losses for dealers – but the industry says long positions will make money in any scenario short of catastrophe. Mark Pengelly reports
South African tax ruling may just be stay of execution, brokers warned
Original headline:
South African brokers are celebrating victory in a dispute over taxes on equity trades, but their relief may be short-lived. The National Treasury has reaffirmed its desire for a stricter regime to be put in place. By Michael Watt
Filling the gaps
Original headline:
Calibrating a local volatility model to options prices is a complicated process requiring both interpolation of liquid prices and extrapolation beyond them. Recently focus has turned to efficient numerical methods. Here, Alex Lipton and Artur Sepp show...
A-share ETF investors to face higher tracking error due to SFC collateral...
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A new rule from the securities regulator, effective September 12, means some Hong Kong-listed A-share ETFs will have to fully collateralise counterparty risk exposure from their P-note issuers. The move could cause existing investors to rethink their...
Daiwa makes cutbacks to derivatives team
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Japanese bank loses senior derivatives personnel across Asian and London offices; blames Japan earthquake and market uncertainty
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