Options
Digital Vega to add non-deliverable options to Medusa
NDOs in testing on Medusa platform as some market participants begin to consider alternatives to deliverable FX options that could be more easily cleared
FX could move to financial settlement under clearing pressure – GFXD’s Lam
Addressing the challenges of clearing deliverable foreign exchange products, Mandy Lam of the Global Financial Markets Association suggests more products could become financially settled in the future
Indian regulators clamp down on forex futures markets to dampen rupee volatility
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Viva Las Vega: Japan banks take advantage of volatility play
Viva Las Vega!
Options clearing pushed to 2014 as solution search begins
As the search for a viable clearing mechanism for FX options begins, market participants suggest clearing won't begin before 2014
HKEx to start OTC clearing in April
The Hong Kong bourse is set to start OTC derivatives clearing in April and is planning to expand its cross-asset derivatives offering over the next two to three years
FX options clearing analysis in final stages
The GFMA's global forex division is understood to be close to completion of its analysis of five years of options trading data - a project that is intended to lead to a solution for options clearing
House of the year
House of the year
Equity derivatives house of the year
Equity derivatives house of the year
A new framework for assessing product complexity
A model of complexity
Demystifying digital options
Demystifying digital options
Risk reaches 25-year anniversary
In celebration of our 25th anniversary this year, Risk re-publishes a landmark article by Fischer Black, offering a critique of the Black-Scholes model
Asian hedge funds looks for volatility opportunities
Still waters
Adjoint Greeks made easy
Adjoint Greeks made easy
Taking the macro view
Taking the macro view
Stressed VAR will hit forex options, dealers warn
Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches
Korea transaction tax could halve number of derivatives transactions
Proposal for a transaction tax on futures and options could have a dramatic impact on Korea's derivatives market
Indian corporates turn to forex options
Increasing their options
Indian corporates head for forex options markets as rupee volatility continues
Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
Rethinking client-money protection
Segregation games
Sponsored forum: Inflation
Growth in an era of austerity