Wastefulness of 20-year bull market will take years to reverse, dealers expect
Post-election rally likely to further increase sales later this year
Taiwan's regulator warns banks about structured hedges
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Features/Derivatives articles
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Technology shortfalls and lack of liquidity compound challenges
ALM benefits potentially outweighed by rise in lapses
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
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
Liquidity could suffer if sharp practice takes root in Sef markets
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?
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.