Equity derivatives - Credit Suisse


In the heady days of 2007, banks in Asia were waxing lyrical about their bullish equity derivatives exploits and boasting of ever-increasing sales volumes. Twelve months on, however, and the bullish tales feel like a distant memory, while the story this year could not be more different. The volume game has been supplanted by one based on the need for stability, support and staying power. "Most people in the market have never experienced these conditions before," says Kurt Ersoy, Hong Kong-based

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: