The post-crisis years have shut down the over-the-counter derivatives market's incessant search for new underlyings, but a new phase of innovation has replaced it.
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter Madigan...
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
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More Derivatives articles
A string of no-action relief letters issued ahead of today's deadline have been welcomed, but some participants believe they still don't go far enough
Global regulators have agreed to cooperate when implementing new derivatives rules on a cross-border basis, but market participants are unsure as to how this will work in practice
Positions in credit default swaps (CDSs) are eligible instruments to reduce some Basel III capital requirements. The value of this benefit should be reflected in the price. Chris Kenyon and Andrew Green incorporate this into a pricing model for CDSs,...
Industry had been banking on one-year postponement - Esma now looking for solution to reporting impasse, according to senior EC official
Arch-critic of funding valuation adjustment says regulation will make it obsolete – reducing industry's exposure to arbitrage
Global head of market risk at RBS says he is "way outside" his risk appetite
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
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