Equity derivatives
Natixis’s €260m hit blamed on big books and Kospi3 product
Rivals say French dealer grew business too quickly – with leveraged version of Korean index one source of pain
Bank risk manager of the year: UBS
Risk Awards 2019: Bank heeds lessons of past structured products routs to navigate February volatility
Credit Suisse makes double hire for Asia solutions
Equity structurer Charles Firth rejoins, along with ex-StanChart and Goldman salesman Martin Cher
Equity derivatives house of the year: JP Morgan
Risk Awards 2019: US dealer shrugged off Steinhoff loss to make timely risk-off call before Vix surge
UBS hires Moussa from Credit Suisse for Asia QIS role
Imene Moussa to work on QIS and off-balance-sheet structuring across the region
BNPP targets US equities in new tie-up with GTS
French bank says derivatives business will benefit from better prices and liquidity in underlying stocks
Structured product platforms take off in Asia
Multi-dealer platforms Contineo and FinIQ seek to replicate success in Europe’s fragmented market
Hong Kong stock slump hits CBBC desks
Surging volume and rising leverage expose issuers to gap risk on hedges
Equity vol strategies get defensive
Floored short funding legs and long vega worked in latest US selloff, dealers claim
EU derivatives market adds €55 trillion in 2017
Interest rate products account for 69% of gross notionals
UK derivatives values grow on forex activity
Foreign exchange contact values leap £0.4 trillion in second quarter
Mattatia makes surprise move to MSCI
Former SG equity derivatives structurer was set to join BNP Paribas
Equity modelling with local stochastic volatility and stochastic discrete dividends
SocGen quants calibrate local stochastic volatility models with stochastic dividends
OCC margin breaches spike in Q1
Peak exposure of $363 million in three months to March 31
Asia Risk Interdealer Rankings 2018: The winners
Societe Generale and BGC top the tables
UK derivatives market continues to shrink
Gross market values lowest since December 2007
Equity hedges protect Munich Re from vol spike
Net derivative liabilities fall 95% year-on-year
BNPP beats SG on equity trading
Equity and prime services revenues surge 19.3% at BNPP
Mattatia heads to BNPP amid SG departures
Derivatives structurer to resurface at Paris rival; Quessette becomes latest to leave SG
Nervy Korean autocall investors lean on lizards
After volatility surge, buyers give up coupons for better chance of early redemption
Stephane Mattatia to leave Societe Generale
Equity derivatives structuring veteran jumps ship for rival bank
Equity derivatives now biggest consumer of initial margin
Fragmented product set is 1.3% of OTC notional but attracts more margin than rates and forex