Volume 3, Issue 2, 2014
Market participants welcome 90-day grace period as CFTC promises “thoughtful solution”
Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option s...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Execution articles
In the execution cost problem, an investor wants to minimize the total expected cost and risk in the execution of a portfolio of risky assets in order to achieve desired positions. A major source of the...
The CFTC's broad definition of a US person could leave European hedge funds facing conflicting rules
US regulator is working on registration procedures, as well as market abuse codes, says CFTC CIO Rogers
TradingScreen has created a multilateral trading platform to streamline the process of corporate bond transactions by centralising the buying and selling of corporate bonds in Europe.
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.