Derivatives
Who is Selig? CFTC pick is smart and social, but some say too green
Colleagues praise crypto smarts and collegial style, but views on prediction markets and funding trouble Senate
Want to be a quant? Here’s how (and how not) to get hired
Stay curious, be a team player, speak well – and don’t be big-headed
Derivatives client clearer of the year: Citi
Risk Awards 2026: When tariffs rocked markets, Citi’s FCM was a model of reliability
Equity derivatives house of the year: JP Morgan
Risk Awards 2026: Volatility strategies and technology investment help realise hyper scale-up
Compression eases capital, risk bottlenecks amid CNH swap boom
Dealers say multilateral compression for yuan cross-currency swaps can increase trading capacity
Bringing trading-desk data into derivatives pricing models
PricingDirect’s new autocallable model, which reflects the shift towards data-driven transparency as firms rethink how they value complex derivatives
Quantcast Master’s Series: Laura Ballotta, Bayes Business School
The business school prioritises the teaching of applicable knowledge with a keen eye on the real world
The importance of modelling futures dynamics in commodity index derivatives
Index-based and underlying-based pricing methods for commodity derivatives are presented
Ex-governor says Fed should use Treasury derivatives in crisis
Doing so could split response from monetary policy and hedge interest rate risks, argues Jeremy Stein
European exporters add flexibility to FX hedges
Corporates with USD exposures have been reducing hedging tenors and adding optionality
Korean autocalls to make comeback, with ‘smaller pie’ for banks
As equity-linked autocallable channels look set to reopen, new rules could limit market’s revival
European exchange-traded IR derivatives balloon in H1
New highs in F&Os mirror OTC derivatives growth in BIS survey
Real money rides the hybrid options wave
Insurers follow hedge funds into exotic trades with equity-down, yields-down recession plays
US Basel III endgame: counterparty credit risk rumblings
CVA rules need better recognition of clearing and hedging, while SA-CCR netting questions linger
JP Morgan SE’s clearing rate plunged to 15% in 2024
US bank’s EU arm slashed €5.7trn in cleared notionals, while bilateral grew €11.4trn
The implications of extraordinary speed in contemporary financial markets trading
This paper shows how high-frequency traders cancel many trading orders within 20 milliseconds of submission and proposes batch auctions to mitigate queuing risk for high-frequency traders.
UniCredit’s VAR cools as Commerz swaps convert to shares
Average reading down by over a third after Italian bank settles part of its stake in the German lender
Euro IR derivatives dethrone dollar as turnover hits new high
Latest BIS triennial survey shows euro-denominated contracts averaged $3trn a day in April
Reporting overhaul: the EU’s near-impossible balancing act
Regulators must weigh their desire to streamline derivatives reporting against the need to gather crucial trade data
JP Morgan SE, BPCE drive surge in European OTC derivatives
Foreign-owned dealer and French bank climb rankings on rapid notional growth in 2024
EU reporting revamp may end up costing banks
Esma’s review into trade reporting promised to cut reporting burden and save firms money. Dealers aren’t convinced.