Study disproves commonly held negative perceptions of HFT
Two major software failures have caused embarrassment and significant financial loss to leading financial institutions this year. OpRisk looks at the lessons to be learned from the RBS and Knight Capital...
This paper analyzes daily patterns in the settlement of payments in the European TARGET2 settlement system using a unique transaction-level data set. For the first time, we provide insights into the intraday...
More Trading articles
The problem of universal sequential investment in stock markets is considered. We construct an algorithmic trading strategy that is asymptotically at least as good as any trading strategy that is not excessively complex and that computes the investment...
As banks become more sensitive to capital and funding costs – and derivatives pricing becomes more complex – the trader’s role is changing. For those who choose to remain on the sell side, analytical, problem-solving and technology skills will be...
A portion of the European derivatives market will eventually be required to trade on OTFs – but change will be hampered without bank involvement, panellists say
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
Low initial listing fees and heavy use of over-the-counter trading platforms are squeezing profitability for the structured products segments on the Frankfurt and Stuttgart stock exchanges. Michael Marray finds out how they are responding
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.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014