Four-member auction may have turned 27% margin breach into huge default fund loss
Move follows 13 significant margin breaches in 2018, with one breaching by as much as 245%
Cost-conscious institutional investors are embracing exchange-traded funds (ETFs) to lower transaction fees and achieve higher returns. Hong Kong Exchanges and Clearing (HKEX) explores the theme of yield‑chasing among insurers in Asia’s expanding ETF…
In this paper, the authors consider wind power utilization in thirty-one different locations in Germany.
Expectations grow that a long-awaited Asian gas derivatives market is emerging
A total nine breaches are reported, averaging $14 million
This paper analyzes the risk premium in the base-load monthly futures contracts traded on the Iberian electricity market (MIBEL) between July 1, 2006 and March 31, 2017.
This paper investigates the intraday market activity of West Texas Intermediate (WTI) crude oil futures around the release of the US Energy Intelligence Agency (EIA) report, looking at how prices respond to inventory shocks.
Fitch, S&P, Moody’s contemplate impact of bitcoin futures on credit ratings
Schooling Latter throws scepticism on Libor reform efforts
Latest job changes across the industry
Exchange groups have 30-month exemption from access rules; listed derivatives users concerned it will become permanent
Research into rates pricing is becoming more urgent given recent regulatory changes
Post-Libor environment and financial crime detection to drive future research, says top quant
Swiss bank guarded against ETN’s collapse by requiring counterparties to provide hedges in exchange for new units
New products allow investors to access digital currency in a monitored marketplace, says CFTC commissioner
Energy Risk Asia Awards, 2017: Established client base and strong product offering give Chinese bank edge in domestic oil markets
Data shortage is hampering efforts to model futures market liquidity
CFTC data shows required initial margin down 15% since start of 2017
CFTC expected to draft a narrow list of contracts in scope
Rebalancing of Vix ETPs spurred record trading in Vix futures on August 10