Institutional demand for Topix options outweighs supply and is creating basis risk for dealers hedging their positions
Traders say no sign of short volatility hedging after Nikkei 225 plunges
As agency approves long-awaited final rules on Sefs, CFTC staff say they could strip exchanges of freedom to set futures block thresholds
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More News/Derivatives articles
Inverted yield curve provides rich pickings for investors
Launch of the CNH Hibor to lead to an increase in CNH loans and hedging instruments such as floating rate notes and interest rate swaps
Trades cleared voluntarily would not be protected by hedge accounting under IASB proposals
Survey finds more eligible OTC trades being confirmed electronically, and fewer trades left unconfirmed
First OTC derivatives research award will be given in February 2014
Isda and Sifma jointly unveil market-agreed coupon standardised interest rate swaps
The recent rise in Japan’s equity markets have seen macro hedge funds and asset managers overtake the retail structured product investors as the dominant source of flow on Nikkei and Topix options
Some client trades have not been cleared within 60 seconds
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
New proposals on the margining of uncleared derivatives trades could dampen take-up of the standard CSA
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.