Derivatives Markets
Price risk intermediation in the over-the-counter derivatives markets: interpretation of a global survey
... tives markets’ importance and ...their derivatives usage and a scaling back of activity in highly structured ...over-the-counter derivatives markets are now a permanent feature of the global ...
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The Need for Transparency in Commodity and Commodity Derivatives Markets. ECMI Research Report No. 3, 15 December 2008
... futures markets lies in the process of price ...commodity derivatives markets prevents market participants from completely trusting the pricing mechanisms of ...physical markets and of ...
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21st century finance cannot do without a sound regulation of the OTC derivatives markets.
... of derivatives concerns the fact that derivative products can also lead to anomalous outcomes in corporate fi nance transactions or corporate ...on derivatives markets no longer care about the ...
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Off The Chain! A Guide to Blockchain Derivatives Markets and the Implications on Systemic Risk
... into derivatives markets can distribute processes typically undertaken by a central counterparty ...to derivatives markets requires regulators to rethink assumptions about centralization and ...
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Trading models and liquidity provision in OTC derivatives markets
... OTC derivatives markets in order to ‘improve transparency, mitigate systemic risk, and protect against market ...OTC derivatives to be cleared through central counterparties (CCPs) so they can ...
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The OTC derivatives markets after financial reforms. CEPS ECMI Commentary No. 36, May 2014
... (OTC) derivatives markets have received heightened regulatory attention, due to their opaqueness, size and interconnectedness, with a view to improving the robustness, safety and resilience of this market ...
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Evaluation of the US and EU Regulation on OTC Derivatives Markets
... OTC derivatives risk profile (thus, fundamental value) make difficult for shareholders to have accurate information over OTC ...OTC derivatives markets in the midst of the liquidity crisis can ...
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Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
... large changes in the latter should be of particular interest as they reflect the fact that shocks may accumulate rather than die away. Unfortunately, we cannot reach a firm conclusion on the effect of the introduction of ...
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Equity and Derivatives Markets
... • Tailor made product for retail investors: as the highly popular MiniFIB index future contract, the FTSE100 Index Mini futures contract has been designed to offe[r] ...
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Over-the-Counter Derivatives Markets and the Commodity Exchange Act
... dealers. Derivatives dealers may also use OTC derivative instruments to hedge their own financial risks, including risks incurred to obtain desirable financing terms, and to speculate on market ...OTC ...
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PRESS RELEASE. Triennial survey on the foreign exchange and derivatives markets: results for Belgium
... In April 2007, fifty-four central banks and monetary authorities, including the National Bank of Belgium, conducted the customary Triennial Survey on Foreign Exchange and Derivatives Market Activity. As in ...
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The foreign exchange and over-the-counter interest rate derivatives markets in the United Kingdom
... Central banks have become increasingly active in currency markets over the past three years, both in terms of reserves growth and diversification. They have also, in some cases alongside sovereign wealth funds, ...
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4. Derivatives markets
... financial markets could provide fertile ground for the development of futures on swap ...exchange-traded derivatives contracts to hedge positions in non-government securities, leading market participants to ...
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Second-Generation Monopolization: Parallel Exclusion in Derivatives Markets
... This Section dissects the intricacies of market power in both upstream and downstream markets to assess the validity of the charge that the clearing markets are t[r] ...
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Three Essays on Derivatives Markets
... where OpenInterest is the sum of open interest across the relevant contracts, and HistoricalVar is the historical variance of the underlying asset. DoddFrank is a dummy variable equal to one at the date of and ...
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Equilibrium Models for Derivatives Markets with Frictions
... The intuition behind these findings is as follows. Since markets are complete and all agents have the same risk aversion, they linearly share the total revenue of producers and consumers. This total revenue is ...
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CCPs and network stability in OTC derivatives markets
... derivative markets since the global financial crisis is a commitment to collateralize counterparty exposures and to clear standardized contracts via central counterparties ...on Derivatives (MAGD) data set ...
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Derivatives markets and real economic activity
... In accordance with the structure and pattern of time series data, this chapter aims at developing a Vector Autoregressive (VAR) process to analyze the changes in monetary policy transm[r] ...
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Regulation of Credit Derivatives Markets Lessons from Futures Markets
... Regulation – Lessons from Futures Markets 1 Some Pieces of the Financial Crisis Puzzle. Î Due to low liquidity on the interbank money market, the[r] ...
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Chlor-Alkali & Derivatives Markets
... 2 Higher Lower Plant Utilisation Low High.. VCM Furnace VCM Furnace EDC Direct EDC Direct EDC Oxy EDC Oxy Air HCl Ethylene Chlorine VCM VCM Water Calcium Carbide Chlorine Hydrogen HCl [r] ...
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