Taifex set to become the third exchange globally to list RMB futures while Eurex expands its China footprint
Market coupling may result in greater derivatives use and falling participation in both explicit auctions and physical nominations, survey finds
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Derivatives articles
This issue of The Journal of Risk addresses problems in the estimation and minimization of the popular value-at-risk (VaR) risk measure and the closely related expected shortfall (ES; also known as conditional value-at-risk (CVaR)). Further illustrations...
When collateral can be posted in multiple currencies, pricing even the simplest derivatives involves optionality, which is often tackled numerically. But by conditioning on a risk factor to make variables independent, this can be simplified. Alexandre...
A panel of experts, convened by Insurance Risk and sponsored by BNY Mellon, discusses the impact of central clearing on asset allocations and opportunities to generate returns from high-quality collateral.
The past 12 months have seen plummeting gold prices, directionless base metals markets and a heated row over warehousing on the London Metal Exchange. Yet this has had little impact on our annual ranking of dealers and brokers, which remains largely unchanged....
As the first pure-play dividend futures hedge fund, Melanion Capital believes it has an advantage in giving investors a solid return on investment by using this new asset class to generate pure alpha
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.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014