The risk matrix will allow users to analyse the impact of spot movements on various different parameters in their options portfolio. This includes the profit & loss of positions and the effect of spot price movements on both the theoretical and market Greeks, such as delta, gamma, vega and other higher order Greeks. At the same time, the risk matrix enables analysis of different market scenarios, as well as stress testing for risk managers. Overall, the new tool improves the understanding and hedging of the risk of a users’ option portfolio. Its use can be applied to single or multiple portfolios.
A report by broking group Marsh examines the repercussions from the administration of the South Korean company, which filed for bankruptcy protection at the end of August.
Global research by C2FO suggests that smaller businesses are less concerned with the repercussions of Brexit and the upcoming US presidential election.
A squeeze on skilled talent means it now takes an average of seven weeks to fill open permanent roles in finance in the UK according to new research from financial services recruitment firm Robert Half.
Early-stage merger and acquisition deals in Asia-Pacific show nearly 10% year-on-year growth in recent months.