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October 23, 2014

Recovery of financial market infrastructures

October 23, 2014/ Ferry Boekholt

In 2014, IOSCO (International Organisation of Security Commissions) published this report on the recovery of financial markets infrastructures. This outlines how a.o. CCP's should be set up to withstand stress situations

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October 23, 2014/ Ferry Boekholt/
Regulatory, Clearing, Show all
Regulator, CCP, Clearing
October 23, 2014

The future of computer trading in financial markets

October 23, 2014/ Ferry Boekholt

In 2012, Professor Sir John Beddington concluded a study on the usage of technology on financial markets from an international perspective on behalf of the UK office of Science. With over 150 academic contributors it forms a good basis to see where technology is leading us

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October 23, 2014/ Ferry Boekholt/
Technology, Regulatory, Show all
HFT, Regulator, technology
October 23, 2014

The Future of Central Clearing

October 23, 2014/ Ferry Boekholt
The Future of Central Clearing

Due to regulatory demands OTC products have been moving towards the CCP. This study digs deeper into the effects of this move

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October 23, 2014/ Ferry Boekholt/
Clearing, Derivatives, Show all
Eurex, Clearing, CCP, Wyman, Derivatives
October 23, 2014

Valuation of VIX derivatives

October 23, 2014/ Ferry Boekholt

A study conducted by the Bank of Spain by Javier Mencía and Enrique Sentana. In it they studied the valuation of VIX between 2004 and 2007 to see the distortion in a financial crisis

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October 23, 2014/ Ferry Boekholt/
Derivatives, Show all
Sentana, VIX, Mencia, Volatilty, Derivatives
October 23, 2014

Abrupt rise of new machine technology beyond human response time

October 23, 2014/ Ferry Boekholt
Abrupt rise of new machine technology beyond human response time

This is a study on the nano second world of trading and a must read for everyone involved, especially regulators and risk managers.

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October 23, 2014/ Ferry Boekholt/
Technology, Show all
HFT, Nano, Johnson
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