All posts tagged "volatility"
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244IndiaSEBI Amends Margin Framework for Cash, Derivatives Segments
Margin requirements will be lower for positions that are hedged against each other, making some options strategies more feasible for traders.
February 25, 2020 -
222Capital RegulationJBA Rebuts BCBS Proposal on Sovereign Exposure Disclosures
The JBA said the BCBS should focus on ensuring full, timely and consistent implementation of Basel III reforms, rather than setting "fragmentary voluntary add-ons".
February 19, 2020 -
255India
SEBI Prescribes New Margin Framework or Commodity Derivatives
Clearing corporations are asked to categories commodity derivatives as low, medium and high risk, and to set new IM and MPOR floors.
January 28, 2020 -
225Australia & NZASX Consults on Changes to Trade Cancellation Policy
ASX proposes to amend its trade cancellation policy for ASX 24 options and for the 20 Year Bond Futures contract to provide participants greater flexibility.
January 9, 2020 -
196EuropeESMA Analyses Market Impact of Circuit Breakers
ESMA's study found that price volatility is significantly lower after the use of a circuit breaker, as intended, but that bid-ask spreads significantly increase after a trading halt.
January 8, 2020 -
321FeatureHKEX Finalises Enhancements to Pre-Opening Session, Volatility Controls
The enhancements to the pre-opening session will be adopted in the second quarter of 2020. The stock-level volatility control mechanism will be expanded in the second half of 2020.
December 16, 2019 -
314IndiaRBI Relaxes Restriction on Foreign Exchange Hedging
Residents and non-residents will be allowed to undertake OTC currency derivative transactions up to $10mn without having to evidence underlying exposure.
December 10, 2019 -
671Big PictureFund Managers to Remain in Regulatory Spotlight in 2020: Moody’s
Asset managers will remain in the regulatory spotlight as authorities actively work to reduce conflicts of interest in financial advice and elevate supervision of fund liquidity management.
December 10, 2019 -
796Contributed ArticleReducing Settlement Cycles – An Asia Pacific Perspective
Should the decision be taken to further reduce the settlement period, a number of challenges will have to be overcome, says Senfinasia founder Philippe Dirckx.
December 9, 2019 -
302JapanTokyo Exchange Goes Live with Upgraded Trading System
The upgrade will reduce sudden stock price fluctuations, enable participants to more easily execute trades at closing prices, and stabilise system performance.
November 7, 2019
