Chicago board options exchange (cboe)
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Volatility benchmarks will follow launch of equity options later in 2014
Low leverage this time should result in milder correction than 2008/9
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Chicago board options exchange (cboe) articles
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Bl...
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
The sharp increase in oil price volatility resulting from political upheaval in Libya and across the Middle East has helped push the volume of oil options traded to a new all-time high
The World Federation of Exchanges has urged US Treasury secretary Tim Geithner to keep forex derivatives under Dodd-Frank to block banks from using the exception for interest rate derivatives transa...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.