Equity derivatives
Korean authorities crack down on equity-linked warrants
The Korean authorities have cracked down hard on equity-linked warrant market participants in the country after a raft of retail investors made hefty losses. But is this business being made a scapegoat...
Naive treatment of interaction between skew and correlation means writers of best-middle-worst options will face huge hedging losses, says top quant
Citi has become the final major bank to reach a repurchase agreement with Hong Kong regulators on Lehman Brothers related structured products. But Lehman-related enforcement action is expected to rumble...
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How banks needs to consider their IT infrastructure
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More Equity derivatives articles
Banks call for equity to be counted in LCR
Some banks want equity holdings to count towards the new liquidity coverage ratio. Regulators argue price volatility makes them unsuitable assets for inclusion, but dealers think there are ways to counter those fears. Michael Watt reports
Korean regulator cracks down on scalpers arbitraging warrants market
The FSC in South Korea has introduced new measures aimed at stopping scalpers from making undue profits in the warrants market. But dealers are concerned the new rules are inadequate and may shrink the market unnecessarily as a consequence.
Challenges ahead for access derivatives in Asian markets
The demise of participatory notes and other access derivatives has long been predicted amid regulatory clampdowns and permission increasingly being given to investors to access markets directly. Funding issues have also caused headaches for swaps issuers...
Hedge funds play dangerous volatility game
Hedge funds and other sophisticated investors have been positioning themselves as sellers of volatility and correlation, despite recent global events. But some market participants are urging caution.
Structured hybrid products prove popular in Korea
Complex fixed-income structures and hybrid products are finding an increasing significance among regional investors, with demand coming from private individuals, macro asset managers and sovereign wealth funds. The Asian market is estimated at $50 billion,...
Equity derivatives
Equity derivatives markets have long lagged the fast migration to electronic confirmation seen in other asset classes. There are various reasons for this – the sheer diversity of instruments, geographic idiosyncrasies and differences in underlyings,...
New equity derivatives definitions imminent
The new Isda equity derivatives definitions will finally be launched in May, and will facilitate a higher proportion of electronic confirmations, as well as reduce counterparty disputes. But why has it taken so long? By Peter Madigan
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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