Taiwan's regulator warns banks about structured hedges
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Features/Derivatives articles
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?
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 ...
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.