Technology shortfalls and lack of liquidity compound challenges
ALM benefits potentially outweighed by rise in lapses
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Features/Derivatives articles
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 ...
Bordering on chaos
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.