Concentration in the number of liquidity providers and the reliability of HFT market-making raises concerns for senior industry officials
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise interest...
As Ice prepares to shift Brent expiry calendar on December 6, Isda releases protocol to enable orderly transition of OTC market
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 Options articles
Proposals to ensure convergence between futures and physical Brent cause firms to avoid trading long-dated options
Despite cutbacks in Europe and the US, Deutsche Bank’s Asia commodities franchise continues to impress
Speaking at the FX Invest West Coast conference, the New York Fed's Jeanmarie Davis addressed the challenges associated with clearing and settlement of forex options
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 structures and their resulting uncertainties. Using a...
Garth Friesen of III Associates outlines the role of options in fixed income relative value trading. Options strategies allow traders to customise exposures and manage downside risk
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
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