Equity derivatives
Dealers fear death of dividend risk premia strategy
Shrinking dividend futures premium hurting investors
The ideas on offer to calm buy-side repo fears
Comprehensive solution to the challenges pension funds will face under central clearing remains out of reach
Correlation skew via stochastic correlation and jumps
Valer Zetocha introduces a correlation model based on the Jacobi process with jumps
Equity derivatives house of the year: Societe Generale
Market-leading business up 61% year-on-year in Q2
Risk management house of the year: Credit Suisse
New risk platform yields major benefits
Best bank, equity risk: Societe Generale
SG wins with jumbo trades and product innovation
Insurers testing exotics for Solvency II optimisation
Dealers tackle uncertainty over basis risk
Korean crunch: how HSCEI fall hammered exotics desks
Dealers lose over $300 million in scramble to hedge autocallables
Bank rankings 2015: Slaves to the rhythms
Interesting trends have emerged as regulatory change starts to bite
Dealers trash Section 871(m) reforms
Controversial tax reforms would foist “unworkable” compliance burdens on firms
US tax rules attacked by equity derivatives dealers
Testing criteria for equity-linked products branded a “joke”
Volatility mispricing ripe source of profits, says Malachite
Hedge fund thinks ETFs, Solvency II and capital ratios distort volatility markets
Equity derivatives house of the year: UBS
Pooling equity derivatives and wealth management skills enabled bank to recycle risk to meet client demand
Hong Kong structured products battered by index plunge
Dealers react to mass knocking out of popular retail equity derivatives
Autocallable issuance upsets Euro Stoxx volatility market
Frenzied issuance on European indexes stacks up vega risk for dealers as natural hedge suffers
Dealers seek equity derivatives carve-out from margin rules
Lobby effort targets proposed concentration limits on collateral for non-cleared derivatives
No dealer hedging panic from Hong Kong market plunge
China fears, not Grexit, see Hong Kong market rattled more than peer indexes
Malaysia's missed opportunity in equity derivatives
Asian financial crisis saw Malaysia move from vangard to slow lane of Asia's markets
Q&A: Bursa Malaysia looks to develop domestic equity derivatives
Chong Kim Seng, CEO of the exchange's derivatives arm, explains why growth has been slower than expected
People: Morgan Stanley and Goldman make equity derivatives hires
UBS bolsters New York equities desk, among other moves in June
American options: time-critical pricing
Time constraints can be binding for ‘heavy’ Monte Carlo calculations of risk analytics – value-at-risk, potential future exposure, credit valuation adjustment – in intraday risk monitoring, so fast approximations are sometimes preferred. Vladislav…
MF Global failure catalyst for Nanhua Futures overseas expansion
Chinese firm looking to join 12 global exchanges in bid to provide secure trading access to clients
Dealers vent frustration at Section 871(m) hold-up
US dividend-equivalent tax change will hit high-delta products with withholding tax
Horizon Software: coping with the compliance burden
Firm’s head of electronic trading says EU regulation choking options market liquidity