The introduction of T+2 has marked another milestone in the effort to reduce systemic risk for firms trading European securities. But what about other asset classes, such as derivatives? The inconvenient truth is that the world of derivatives, which some view as a much riskier investment choice, lags a long way behind equities in terms of operational efficiency. Here Steve Grob, Director of Group Strategy at Fidessa, looks at the reasons why and suggests how derivatives market practitioners can not only learn from their equity counterparts, but leapfrog ahead of them.
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