Quants find way to streamline future value calculations for exotic
Compression is the ultimate retort to those who equate notionals with exposure
Regulators are clamping down on complexity, but risk harming innovation
More Opinion/Derivatives articles
Sydney home to world's fourth largest IRS market but is that big enough?
Collateral posters should pay when rates are negative, US banks believe
Credit repacks and collateralised loan obligations back en vogue
XVA specialists spark debate on regulation and risk-neutrality
Corporate bond and commodity derivative sectors are the prize
As global markets focus on Japan, China and India are set for upswing
US would have benefited from pragmatic European approach
A three-year avoidance of European-linked structures at an end
Nailing down mercury
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
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