Differences in the cost of yen and dollar funding are significantly impacting the price of Japan equity options at the long end of the curve and driving dealers on to the listed market
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
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 Features/Derivatives articles
It used to mean the tearing-up of perfectly matching trades, but compression has become something bolder and more ambitious in recent months – at the same time, it has also become more confusing, and smaller banks fear they may have the wool pulled...
Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are limited. Matt Cameron reports
Interest rate liberalisation in China is already driving rates up – and dealers onshore are bullish that the largest untapped IRS market in Asia will soon burst into life. The question is when?
Banks have been quietly planning to move staff from New York to Toronto and London as a way of protecting clients from a new Dodd-Frank trap – but, with the US Commodity Futures Trading Commission now facing a lawsuit and a leadership change, preparations...
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
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