Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
Industry had been banking on one-year postponement - Esma now looking for solution to reporting impasse, according to senior EC official
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 Futures articles
Research from Newedge suggests growth in assets will have muted impact on CTA performance
Margin rules proposed after the collapse of MF Global could dramatically raise the cost of hedging, complain market participants
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Futures rates should always exceed those of the corresponding forward rate agreement, finance theory states. So why did the Euribor markets contradict this in May, with a so-called negative convexit...
Commissioner says lowering futures block trade thresholds skirts the intent of Dodd-Frank
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Brent crude oil offers a window for airlines and refiners to lock in prices, but opportunity won’t last forever, say analysts
Returns of the Mac
FCMs do not have capacity to sign up all category 2 firms, market participants warn – and swap futures stand to benefit
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.