This is the first article in a three-part series focusing on conditions and volatility in energy and commodity markets, and how trading firms and commodity brokers must assess the ongoing changes and ...
April was a busy month for IM and VM headlines. Lynn Strongin Dodds looks at the latest developments and research that are to change the industry. The subject of margin has been in the news lately.
The European Market Infrastructure Regulation (EMIR) 3 Refit comprises many moving parts. One notable element is a process revision for the validation of the models used to calculate initial margins.
Sell-side fixed income desks can optimize their hit ratio and pricing margin with respect to market risk, trade size, inventory capacity and various other factors in automated corporate bond trading ...