LDI firms update margin stress tests post-gilt crisis
For some managers, stress-testing models failed to reflect the convexity effects of the crisis on initial margin
Source: risk.net
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Is the stock market open for regular trading on Monday?
Exchanges will remain closed on Monday as there will be a stock market holiday for both equity and derivative markets on the occasion of the inauguration of Ram Mandir.
Source: indiatimes.com
NSE India - the world's largest derivatives exchange for the fifth consecutive year
India's National Stock Exchange was again in 2023, for the fifth consecutive year, the largest derivatives exchange in the world by the number of traded contracts, reports livemint.com, noting that it ranked third in the world on share segment by number of transactions.
Source: bursa.ro
China stocks rout exposes risk from US$30 billion of little-known leveraged 'snowball' derivatives
Many snowball products tracking the CSI Smallcap 500 Index and the CSI 1000 Index have breached preset levels, triggering forced sales of the futures contracts, amplifying the sell-off on the stock market.
Source: scmp.com
RBI: ESMA likely to seek board help to resolve stalemate with RBI
The developments come at a time when European banks are shelling out hefty sums as central counterparty exposures for dealing with the Clearing Corporation of India (CCIL), the RBI-supervised organisation which has found itself at the epicentre of the regulatory logjam between the Indian central bank and the ESMA.
Source: indiatimes.com