Equity derivatives - Inventory pressures - Delta-one desks say their arbitrage business has been cut back — Contributing to an unprecedented collapse in implied equity index repo rates. Inventory pressures created by bank regulation are being blamed.
Year of publication: |
2013
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Authors: | Cameron, Matt |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 26.2013, 8, p. 22-25
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