Vladimir Piterbarg derives necessary and sufficient conditions for the existence of a joint distribution consistent with given marginals and the distribution of the spread in terms of no-arbitrage conditions...
The confidentiality of energy trading data provided to regulators for market monitoring purposes continues to concern market players and regulators alike, after August leak by senator Sanders
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Derivatives articles
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Vladimir Piterbarg derives necessary and sufficient conditions for the existence of a joint distribution consistent with given marginals and the distribution of the spread in terms of no-arbitrage conditions among certain payouts. He also proposes a generic...
More than half of respondents expect regulators to back down over extraterritoriality application of margin rules
Post-crisis reforms will reduce leverage and squeeze returns, but JP Morgan’s Daniel Pinto is worried about two strands of regulation in particular, he tells Duncan Wood – margin for uncleared trades and the Volcker rule
Deron Goodwin’s appointment from RBS comes weeks after the departure of Clive Banks and John Chase in London
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014