Equity derivatives
BNP buys Deutsche’s delta one assets in latest CRU auction
French dealer lodges winning bid after missing out on flow equity portfolios last year
Eurex: from EQD clearing specialist to all-rounder
Initial margin for equity derivatives makes up 41% of total, down from 63% four years prior
EU gives one-year margin reprieve on equity options
Regulators point to possible systemic risk in margin loophole, as industry urges parity with US
EU derivatives markets highly concentrated
CCPs hold 41% of interest rate derivatives notional exposures
Asia moves: Soc Gen replaces Asia chief, Deutsche Bank appoints wealth management head, and more
Latest job changes across the industry
Derivatives house of the year: Bank of America
Risk Awards 2020: New home in Paris has brought more European clients to the Street’s most consistent markets franchise
Equity derivatives house of the year: Bank of America
Risk Awards 2020: Focus on risk spurred invention and made space for $2 billion Natixis deal
Prime services – It’s about what you bring
There are many benefits to integration – particularly when it comes to the provision of prime services. Societe Generale has followed this path, which has allowed it to improve cost efficiency and improve the range of products it can offer. The bank has…
Trading non-cleared derivatives tougher in Q3 – ECB
Twelve percent of respondents said trading conditions worsened for interest rate products
Edwards leaves structuring role in UBS overhaul
Equity derivatives stalwart departs as part of equity, fixed income merger
Deutsche to sell exotic equity derivatives portfolio
Structured trades go on the block following last month's sale of flow and prime broking assets
Asia exotics desks eye forward vol as corridor variance wilts
Forward-starting options offer discounted vol to hedge funds as dealers recycle autocall risk
Deutsche opens bidding for interest rate derivatives
Fixed income assets on the block after equity derivatives sale closes
House of the year, Hong Kong: Guotai Junan
Asia Risk Awards 2019
Natixis hires Boleslawski to head equities
Long-standing SG trading head arrives at French rival
Structured products – The ART of risk transfer
Exploring the risk thrown up by autocallables has created a new family of structured products, offering diversification to investors while allowing their manufacturers room to extend their portfolios, writes Manvir Nijhar, co-head of equities and equity…
Equity derivatives surge at US G-Sibs
Gross notionals have increased 8.9% year-on-year
Axoni readies blockchain platform for equity swaps
Service aims to smooth swaps reconciliation – ‘the Holy Grail’ – for Goldman, Citi and other backers
EU banks seek last-minute margin reprieve for equity options
European dealers want exemption rolled over, to avoid handing US firms a regulatory advantage
Warrants issuers battle algo predators in Hong Kong
Threat of high-frequency traders forces banks to spend big on tech
Fund-linked structured products face extinction under FRTB
Global market risk capital standards carry sky-high charges for fund derivatives
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
Autocall concentration weighs on dealers
Hedging headaches force issuers to seek new structured product blockbusters
Autocall dealers wary of Nikkei volatility surge
Dealers caught in danger zone as losses lurk on upside and downside spikes