Rise in single stock uridashi issuance drives trade
Energy firms need clarity on 'seventh prong', commissioner says
Agency said to be exploring solution for embedded volumetric options
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 Options articles
China exchange developing technique to reduce margin requirements
Carney’s words echo work of Émile Zola on the value of social capital
Hedge funds holding their nerve in game of volatility limbo
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Yen and dollar funding discrepancies hit Nikkei options market
Korea trading snafu casts doubt on KRX's default fund structure
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 inter...
As Ice prepares to shift Brent expiry calendar on December 6, Isda releases protocol to enable orderly transition of OTC market
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
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.