Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
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Systemic risk is down, but not due to G-20 reforms, say end-users
Approach would be twice as efficient as planned uncleared margin regime, dealers claim
New equity options on two exchanges
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Yen and dollar funding discrepancies hit Nikkei options 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?
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, ...
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 ...
Bordering on chaos
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
Credit derivatives house of the year: Credit Suisse
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.