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The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
Internal restrictions mean SSAs issue fewer CMS-linked notes
JP Morgan and Dutch pension fund PGGM transacted derivatives margin trade
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The buy- and sell-side are divided on how initial margin should be calculated for uncleared over-the-counter derivatives, according to a new study. -
The Royal Bank of Scotland has joined US-based futures exchange Eris Exchange to provide clearing services to clients globally.
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Short-end CNY swaps turned better offered on Tuesday as concerns about China's growth trajectory re-emerged despite recent firm data, writes Deirdre Yeung of Total Derivatives.
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Volatility across asset classes declined to record levels last week, shifting the S&P 500’s term structure, steepening the skew and opening up ratio risk reversal strategies for investors.
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Collateral is being locked up in bottlenecks caused by changes to regulations, central bank policy and risk management techniques, potentially making the take-up of central clearing of over-the-counter derivatives harder.
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Investors should consider volatility swaps should the correlation between euro/sterling and sterling/dollar turn positive, therefore widening the volatility spread between the two currency pairs. Sterling/dollar has recently been skewed to the upside, while euro/sterling has dropped since Bank of England governor Mark Carney threatened to hike interest rates earlier than the market expected; meaning the correlation between the two currency pairs has been strongly negative.
