Equity derivatives
Banks tweak Euro Stoxx autocalls to cut concentration risks
Changes to popular structured products aim to help dealers reduce hedging costs, but will investors make the switch?
Complex short Vix products draw fire as vol plumbs lows
Hedging effects mean popular exchange-traded products vulnerable to big losses if volatility spikes
BAML and Morgan Stanley shift Indian P-notes to Europe
Tax changes trigger move out of Mauritius and Singapore
Data woes force dividend swaps out of Simm update
Dealers have different approaches to pricing dividend risk factors
Exchange of the year: Eurex
Risk Awards 2017: Futurisation paying off as bilateral margin rules bite
Lifetime achievement award: Yann Gérardin, BNP Paribas
Risk Awards 2017: Understated CIB chief helped build – and protect – today’s BNPP
Equity derivatives house of the year: Bank of America Merrill Lynch
Risk Awards 2017: Innovation helped bank get closer to originate-to-distribute model
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2017: Chicago firm is trying to make the New York Stock Exchange more robust
Mifir transparency rules could capture illiquid packages
Criteria to assess which package transactions are liquid are too broad, industry warns
Synth City: how synthetic dividends could save autocallables
New indexes promise higher coupons and lower dealer hedging costs
CSRC: commodity futures speculation not moving spot prices
Eye-watering one-day moves on China spot commodity markets due to “supply and demand”
Bank prop indexes threatened by US tax changes
IRS’s Section 871(m) rule places burdensome requirements on non-qualified indexes sold to non-US persons
Goldman vs LIA: derivatives profits were masked, court hears
Prosecution cites Risk article that first described practice of inflating client valuations
Volatility traders wrestle with digital risk of Brexit
Skew on major indexes leaps after market wakes up to risks of UK's referendum
Risk España Rankings 2016
Global banks advance in the scramble for supremacy
Tech pioneers stay ahead of the pack
Sponsored Q&A: Altura Markets
Deconstructing correlation
Peter Austing introduces an analytic or semi-analytic valuation of basket options
Totally skewed: US annuity hedges magnify S&P volatility
Dealer hedging of popular retirement products affecting index greeks, say traders
Industry slams EU equity derivatives disclosure proposals
"The rules are based on assumptions that are incorrect," says Isda
Eurex margin flaws claimed in Swedish bank collapse case
CCP failed to properly capture vega, strike and wing risk, expert report claims
HSCEI autocallable hedging hitting forex market, say dealers
Dealers flock to Hong Kong dollar options and forwards markets amid depeg fears
Equity derivatives house of the year: BNP Paribas
Innovative risk-offloading trades enable the bank to power ahead of its rivals
US dividend tax breaches international treaties, say lawyers
Section 871(m) rules “full of holes”, say dealers
Dealers fear death of dividend risk premia strategy
Shrinking dividend futures premium hurting investors