CRR II requires banks to calculate exposure they would incur to honour guaranteed returns on investment products
Flow Traders makes markets in every European cryptocurrency ETP. Banks want in on the action
Commission official says beta version ready for testing in 2023 will also include equities, bonds and ETFs
Risk Live: Credit risk and custody challenges with spot could push investors to derivatives and ETPs
Regulated funds may suck away demand for Grayscale’s off-exchange investment trusts
Grayscale Bitcoin Trust moved from trading at an average premium of 36.5% to an 11.6% discount
Investors look to derivatives on fixed income exchange-traded funds to manage credit risk exposure
Options and ETFs give tech index new momentum, while S&P 500 sees higher levels of mean reversion
Asia Risk Awards 2020
In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated.
Despite posting big losses, funds that track front-month contracts remain popular with investors
Trade breaks following Covid-19 spike in futures volumes required massive clean-up job, says BofA exec
DSB funds are in the red year-to-date after a spectacular performance through March
Will negative prices and big losses curb retail investors’ appetite for oil futures over the longer term?
Counterparty departure forces closure of eight oil trackers with $580 million of assets
What part did Bank of China and other investors play in last month’s oil rout, asks derivatives veteran
Fed’s credit facilities boost confidence as downgrades hit corporate bond indexes
Forced sale of ‘fallen angels’ could exacerbate outflows at end-April
Moves to postpone index rebalancings could backfire as rating agencies press ahead with downgrades
Dealers seek shutdown of CBBC market if futures go dark
Investing according to environmental, social and governance (ESG) criteria can be done in various ways, with continuing development of filters and ways of analysing companies. As the market in ESG indexes and investments linked to sustainability matures,…
In this paper, the authors examine if investors can profit from the underperformance of leveraged exchange-traded funds (ETFs) in long holding periods.
Asia Risk Awards 2019