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Doubts dog equity dispersion as market grows up to five-fold

Some say $500 million vega notional – or more – in popular equity derivatives trades could be dampening volatility

United-states-us
Derivatives
Equity-derivatives
Dispersion
Over-the-counter-otc-derivatives
Bilateral-trade
Implied-volatility
Volatility
Markets

BofA, Citi, JPM slash $18trn of derivatives in latest window dressing effort

Systemic indicator reduction in Q4 keeps lid on trio’s capital surcharges

United-states
America
Goldman-sach
Jp-morgan
Wells-fargo
Morgan-stanley
Federal-reserve
Bank-policy-institute
Basel-committee-on-banking-supervision
Risk-quantum
Basel-committee
Banking-supervision

Confusion reigns ahead of crucial Emir 3.0 vote

Leaked text introduces multiple calculations and thresholds for mandatory clearing and active accounts

European-union
European-commission
European-market-infrastructure-regulation
European-securities-and-markets-authority-esma
Uropean-union-eu
Europe
Over-the-counter-otc-derivatives
Clearing
Brexit
Financial-stability
Nterest-rate-swaps

Pension funds still fear diluted Emir active accounts rule

Clearing five trades in the EU every six months will hit clients that make large, infrequent trades

Brussels
Bruxelles-capitale
Belgium
Matthies-verstegen
European-union
Council-of-the-european-union
European-parliament
European-securities-and-markets-authority-esma
European-commission-ec
Eurex-clearing
Peach
Europe

Anticipating Fed cuts, Huntington drops $15.5bn of pay-fixed swaptions

Bank terminates costly hedging strategy merely a quarter after upping notional values by a third

Huntington-bancshares
Federal-reserve
North-america
Nited-states-us
Ayer-swaptions
Swaptions
Nterest-rate-swaps
Swaps
Interest-rate-risk
Interest-rate-options
Interest-rates

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