Volatility
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BIS sees “lessons” in pandemic margin volatility
By Wendy Lisney
June 30, 2020, Global Investor Group
The performance of central counterparties (CCPs) during Covid-19 validates the work undertaken since the financial crisis but there are still lessons …
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Investors Are Sitting on the Biggest Pile of Cash Ever
By Gunjan Banerji
June 16, 2020, The Wall Street Journal
Investors have rarely been this flush with cash.
Grappling with the most economic uncertainty in decades and a head-spinning stretch …
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EU Parliament ‘likely’ to allow market risk capital relief
By Samuel Wilkes
June 1, 2020, Risk
Politicians in the European Parliament look set to agree an amendment giving supervisors powers to temporarily lower a multiplier used within the calculation …
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Market ‘distress’ over virus sparked emergency Wall St. measures
By Laura Noonan and Philip Stafford
May 26, 2020, Financial Times
More than 270 of Wall Street’s key trading staff were summoned for emergency weekend duty to clear a massive …
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Oil volatility sparks debate on big commodities bets
By Gregory Meyer
May 17, 2020, Financial Times
The U.S. commodities market regulator is poised to relax curbs on speculators, just weeks after sales by the largest oil-linked exchange-traded fund …
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E.U. watchdogs to confer over extensions to short selling bans
By Maya Nikolaeva
May 14, 2020, Reuters
European Union countries that introduced temporary bans on short-selling of shares will together decide this week whether they should lapse or be extended, …
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Investors trade the drama out of the crisis
By Ben St. Clair
May 13, 2020, Risk
Necessity is the mother of invention, says the old adage. And in recent months, asset managers and investors have been forced to …
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Wall St. banks’ trading risk surges to highest since 2011
By Laura Nooan
May 10, 2020, Financial Times
Daily trading risks at top Wall Street banks hit their highest level since 2011 during the first-quarter turmoil, prompting speculation that their …
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Leverage ratio squeeze hits options trades
By Costas Mourselas and Samuel Wilkes
May 7, 2020, Risk
Derivatives clearing, bank leverage, and options trades make a potent concoction. Add in the volatility caused by the coronavirus pandemic, …
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Tradeweb ICE U.S. Treasury Closing Prices Pass the Volatility Test
By Elisabeth Kirby, Managing Director and Head of Rates Strategy at Tradeweb
Originally published by Tradeweb and by Markets Media
This past September, Tradeweb Markets took the first steps to …
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