Volatility of volatility spike drives options liquidity squeeze
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 News/Derivatives articles
International coalition of regulators recognises the likelihood that multiple trade repositories will be set up along global, regional or national lines and sets out recommendations for minimum stan...
Demand has switched from downside euro/Swiss franc options to upside options in anticipation of further Swiss franc weakening measures from SNB, say senior options traders
Profits at banks in Singapore issuing mortgages and loans based on SOR may be severely dented as the rate turned negative for the first time last week and is predicted to remain this way in the medi...
Congressman Darrell Issa attacks margin rules that threaten to isolate US banks. Foreign regulators say they have no plans to copy the proposals
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
Dealers say volumes have been light as market participants try to work out scope of bans – with confusion arising on index trades and the geographic reach of the rules
Regulators need to protect markets from "rumours and false information" say bans' supporters
CDS spreads on SocGen continue to rise - with no obvious driving force - while share prices of the three major French banks fall
Markets turn against French banks in general - and SG in particular - on a day short on solid news and long on rumours
Credit spreads on core eurozone countries climb on market jitters
US tax fix to aid buy-side portfolio back-loading
European bank sovereign derivatives exposures revealed
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.