In the complex landscape of financial markets, accurate price sources for OTC derivatives in exotic currency pairs are a daunting challenge. Through the partnership with a leading global custodian, we tackled the intricate challenge of providing reliable NDF curves in exotic currency pairs. The collaboration facilitated compliance with regulatory mandates and strengthened the custodian’s competitive edge in emerging markets investment. As an independent valuation agent, our Mark-to-Model valuations cover a wide array of financial instruments, including hard-to-value ones. Access the full case study here. 👇 https://hubs.li/Q02q6QV80 #FinancialInnovation #PrecisionValuation #TTMzero
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Measures to Strengthen Equity Index Derivatives Framework for Increased Investor Protection and Market Stability: CIRCULAR SEBI/HO/MRD/TPD-1/P/CIR/2024/132 October 01, 2024 To All Stock Exchanges All Clearing Corporations (Except Commodity Derivatives Exchanges and Clearing Corporations) Sir/Madam, 1. Derivatives market assist in better price discovery, help improve market liquidity and allow investors to manage their risks better. Stock Exchanges and Clearing Corporations together provide the platform and products for trading in derivatives market, while ensuring online real time risk management, adequat... ... ... http://dlvr.it/TDxYsS #TaxLaws #Circulars #TaxTMI
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How can access to more reliable market data help participants in the OTC derivatives market navigate liquidity risks and identify market opportunities in an evolving sector? Read the final OTC blog post from Chief Revenue Officer Jonathan Cooper here https://bit.ly/4cvMM6M
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See Vanguard's top dealer relations between H1 2022 - H1 2023 according to EU Ucits data. Counterparty Radar, Risk.net's OTC derivatives data service, enables you to delve into dealer, manager relationships. You can view these by specific currency pairs, trade sizes, remaining maturity and more. To get an idea of the insights that Counterparty Radar can provide, read our unlocked article here: https://hubs.li/Q02j-q4y0 #mutualfundsinvestment #derivativestrading #otcmarkets #counterpartyradar #fxtrading
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#SEBI has introduced new guidelines to enhance #stresstesting framework for #equityderivatives segments for determining the corpus of Core Settlement Guarantee Fund (SGF). The circular introduces new stress testing methodologies to have broad understanding of the prevalent tail risks in the equity derivatives segment, ensuring better preparedness for evolving market dynamics. Download a handset-compatible copy today! For more, visit https://lnkd.in/d8QdUFYb Rajosik Banerjee | Abhay Bhaniramka #financialriskmanagement #financialrisk
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Early Registration ends this Friday for ISDA's Derivatives Trading and Treasury Forum in London on October 10th - Register today to lock in the best rate! **Registration is Complimentary for Buy-side participants. Details here: https://lnkd.in/eKfti527 ISDA's Derivatives Trading and Treasury Forum will bring together leading regulators and senior market leaders to provide analysis and insight on market trends, strategy and industry solutions. Covering topics including preparing for US Treasury clearing, impact and implementation challenges of the Basel III capital framework, safeguarding market liquidity and managing the risks of termination, this event will tackle the issues shaping global and domestic derivatives markets.
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#SEBI has rolled out new guidelines to strengthen the #stresstesting framework for the #equityderivatives segment. Read more below: #financialriskmanagement #financialrisk
#SEBI has introduced new guidelines to enhance #stresstesting framework for #equityderivatives segments for determining the corpus of Core Settlement Guarantee Fund (SGF). The circular introduces new stress testing methodologies to have broad understanding of the prevalent tail risks in the equity derivatives segment, ensuring better preparedness for evolving market dynamics. Download a handset-compatible copy today! For more, visit https://lnkd.in/d8QdUFYb Rajosik Banerjee | Abhay Bhaniramka #financialriskmanagement #financialrisk
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Analyze and Improve Trade Execution With TT’s Integrated TCA Capabilities Transaction cost analysis (TCA) is commonly used by equities traders to achieve best execution. With TT Futures TCA, we’ve brought this functionality to the TT platform, giving you the power to analyze and improve trading strategies while measuring trading counterparty efficacy through a centralized, easy-to-use interface. Outputs include an executive summary that illustrates performance compared to the overall market as well as peer performance by sector. Let me know if you'd like your own sample report and more information. Learn more → https://lnkd.in/gVCFb86F
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As buy-side traders cope with fragmented liquidity and stagnant volumes in the continuous, lit European equity markets, institutions have forged direct relationships with market makers as an alternative channel. Despite buy-side concerns about interacting directly with market makers’ proprietary risk books, this has changed in recent years. Under MiFID II’s systematic internalizer regime, market makers formed SIs and morphed into electronic liquidity providers (ELPs). What’s different now is that several major ELPs/SIs are streaming their bids and offers directly to the buy-side through execution management systems (EMSs). A new article from FlexTrade's Editorial Director, Ivy Schmerken, featuring Evan Canwell, CFA, Matt C., Oscar van Schaijk, Anish P., and Andy Mahoney, explores how the buy side’s access to bilateral liquidity streams from ELPs/SIs and market makers is evolving. A link to the full article can be found in the comments. The topic will also be discussed at Institutional Investor's TraderForum at 11 AM on 5th September on the panel "Assessing Direct Trading with ELPs." #bilateralliquidity #marketstructure #internationaltraderforum
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An excellent new article from FlexTrade's Ivy Schmerken discusses the rapidly evolving concept of "Direct-to-Buy-Side Liquidity." If you are attending Institutional Investor's TraderForum, the topic will be discussed in further detail on the panel "Assessing Direct Trading with ELPs" at 11 AM on September 5th! #bilateralliquidity #marketstructure #internationaltraderforum
As buy-side traders cope with fragmented liquidity and stagnant volumes in the continuous, lit European equity markets, institutions have forged direct relationships with market makers as an alternative channel. Despite buy-side concerns about interacting directly with market makers’ proprietary risk books, this has changed in recent years. Under MiFID II’s systematic internalizer regime, market makers formed SIs and morphed into electronic liquidity providers (ELPs). What’s different now is that several major ELPs/SIs are streaming their bids and offers directly to the buy-side through execution management systems (EMSs). A new article from FlexTrade's Editorial Director, Ivy Schmerken, featuring Evan Canwell, CFA, Matt C., Oscar van Schaijk, Anish P., and Andy Mahoney, explores how the buy side’s access to bilateral liquidity streams from ELPs/SIs and market makers is evolving. A link to the full article can be found in the comments. The topic will also be discussed at Institutional Investor's TraderForum at 11 AM on 5th September on the panel "Assessing Direct Trading with ELPs." #bilateralliquidity #marketstructure #internationaltraderforum
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#SEBI has rolled out new guidelines to strengthen the #stresstesting framework for the #equityderivatives segment. Read more below: #financialriskmanagement #financialrisk
#SEBI has introduced new guidelines to enhance #stresstesting framework for #equityderivatives segments for determining the corpus of Core Settlement Guarantee Fund (SGF). The circular introduces new stress testing methodologies to have broad understanding of the prevalent tail risks in the equity derivatives segment, ensuring better preparedness for evolving market dynamics. Download a handset-compatible copy today! For more, visit https://lnkd.in/d8QdUFYb Rajosik Banerjee | Abhay Bhaniramka #financialriskmanagement #financialrisk
