China exchange developing technique to reduce margin requirements
Volume 17, Issue 4, 2014
Carney’s words echo work of Émile Zola on the value of social capital
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Options articles
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
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...
A better option
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.