Exotic instruments are options which have features that are more complex than commonly traded vanilla products. These products are usually traded over-the-counter (OTC) in the credit derivatives market or they are embedded in structured notes. Hedge funds and other financial institutions with complex portfolios use exotic instruments.
Rohan Douglas, founder and CEO at Quantifi, a provider of analytics and risk management solutions to the global credit markets, says the credit derivatives market r
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quantile, TriOptima face off in cleared swaps compression battle
- Quants stymied by lack of alternative risk premia flows data