Eurex will expand its over-the-counter basis trading facility to include selected euro bonds issued by member states of the European Monetary Union on Monday, said the derivatives exchange in a stat...
27 Feb 2003
Global Anti-Money Laundering Survey 2014
The Global Anti-Money Laundering Survey 2014 highlights that AML initiatives are becoming increasingly interconnected across operations and jurisdictions as a result of a demanding and continuously evolving regulatory landscape.
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.
This paper looks at the different types of optimization for these trades, how they are calculated, and how the different optimization groups are interrelated. It also discusses some of the practical aspects of this type of multivariate optimization.