Derivatives
Greeks with continuous adjoints: fast to code, fast to run
Marzio Sala and Vincent Thiery show the derivation of the continuous adjoint problem for PDEs
Managing data still biggest technology challenge for Asia banks
Data has been a problem for the past two decades for firms in the region
Ferc manipulation cases put limits on US power traders
Costly fines deter firms from employing cross-market strategies
Video: FCStone calls for balance in capital and margin rules
Dodd-Frank rules must balance stability and market liquidity, says global head of risk
Dealers cling to “commercial policy” as get-out in Mifid II price tiering downfall
Banks warn prices to rise under new regime
Lack of non-cleared margin rules in Asia sparks dealer concern
Requirements for non-cleared swaps delayed until September 2016 but firms in Asia may still not be ready
EU regulator renews attack on US CCP margin rules
Esma’s Verena Ross warns against one-day regime for house accounts
Eurex looks to provide third-party clearing services in Asia
German firm aiming to support regional clearing market with one central offering
Energy groups fight back on key Mifid II exemption
Industry groups push “sensibly higher” thresholds to escape grip of Mifid rules
FCA survey finds high levels of leverage in hedge fund sector
Gross notional exposure to interest rate and forex derivatives on the rise
BitMex CEO sees bright future for bitcoin derivatives
Products include the "world's first" bitcoin volatility futures contract
Risk España Rankings 2015
Steady as she goes
Vietnam moves to set up bond and equity index futures markets
A new decree sets out legal framework for establishing futures market
Cost and tight regulation slow CNY derivatives growth, says CFFEX
China onshore forex derivatives market a fraction the size of its EM peers
Highlights from Isda's 2015 AGM
Risk.net's coverage of Isda's 30th annual general meeting
Risk Books: The Role of Currency in Institutional Portfolios
Momtchil Pojarliev talks about his book, The Role of Currency in Institutional Portolios, currency investing and the potential role of currencies in institutional portfolios.
Mifid II threatens dealing commissions and broker research
Ring-fenced research pots required to cut out inducements
China's clearing and reporting regimes being built bottom-up
But reported problems include disclosure of state secrets stopping US trading
Iron ore depreciation boosts options market
Options now account for 60% of total open interest on SGX's iron ore derivatives
Australian corporates turn to Tarns
Dollar weakening has seen corporates reassess their FX hedging strategies
Aussie dollar decline puts FX hedging strategies in the spotlight
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
Video: BSE chief bullish on capturing India derivatives market
Exchange plans to attract foreign money into India through enhanced technology
RBI says India corporates need to increase forex hedging
Potential US rate rise puts rupee depreciation back on the table