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Doubts dog equity dispersion as market grows up to five-fold

Some say $500 million vega notional – or more – in popular equity derivatives trades could be dampening volatility

United states usEquity derivativesOver the counter otc derivativesBilateral tradeImplied volatility

BofA, Citi, JPM slash $18trn of derivatives in latest window dressing effort

Systemic indicator reduction in Q4 keeps lid on trio’s capital surcharges

United statesGoldman sachJp morganWells fargoMorgan stanleyFederal reserveBank policy instituteBasel committee on banking supervisionRisk quantumBasel committeeBanking supervisionBank of americaBny mellonGoldman sachsJp morganMorgan stanley

Confusion reigns ahead of crucial Emir 3 0 vote

Leaked text introduces multiple calculations and thresholds for mandatory clearing and active accounts

European unionEuropean commissionEuropean market infrastructure regulationEuropean securities and markets authority esmaUropean union euOver the counter otc derivativesFinancial stabilityNterest rate swapsInterest rate derivativesUropean market infrastructure regulation emir

Pension funds still fear diluted Emir active accounts rule

Clearing five trades in the EU every six months will hit clients that make large, infrequent trades

Bruxelles capitaleMatthies verstegenEuropean unionCouncil of the european unionEuropean parliamentEuropean securities and markets authority esmaEuropean commission ecEurex clearingCp basisUropean market infrastructure regulation emirOver the counter otc derivativesPension fundsNterest rate swaps

Anticipating Fed cuts, Huntington drops $15 5bn of pay-fixed swaptions

Bank terminates costly hedging strategy merely a quarter after upping notional values by a third

Huntington bancsharesFederal reserveNorth americaNited states usAyer swaptionsNterest rate swapsInterest rate riskInterest rate optionsInterest ratesQuantitative tighteningMonetary policyNet interest incomeInterest rate derivativesOver the counter otc derivativesIsk quantum

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