Editor's Pick
Understanding Margin Model Performance: A Factor-Based Approach to CCP Backtesting
Rama Kumanduri, Managing Director, and Shahrzad Karimi, Director, at The OCC explain how a new factor-based, forward-looking approach to CCP backtesting helps identify the true drivers of margin model failures.
Read more
Editors Pick
Understanding Margin Model Performance: A Factor-Based Approach to CCP Backtesting
Read moreResearch
Research
Stock index options and futures
Published: Nov 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about stock index derivatives
Research
Single stock options and futures
Published: Oct 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about single stock derivatives
Research
Interest rate derivatives
Published: Sep 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about interest rate derivatives
Research
Currency derivatives
Published: Jul 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about currency derivatives
Research
Equity domestic market capitalisation
Published: Jul 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about market capitalisation
Research
Analysing trends in the number of listings, listed companies and investment flows
Published: Jun 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about listed companies, IPOs and investment flows
CCPs
WFE Clearing & Derivatives Conference 2021 sets new benchmarks
Published: Apr 2021
The growing dialogue between academia, policymakers, and the post-trade industry can only work to the benefit of all sides, particularly as complex questions around issues such as market liquidity and procyclicality gain traction, writes WFE’s Head of Research, Pedro Gurrola.
Research
Commodity derivatives
Published: Apr 2021
Mihaela Croitoru, Statistics Database Manager at the WFE, writes about commodity derivatives
Education
How the U.S. SIP really works
Published: Apr 2021
Phil Mackintosh, Nasdaq's Chief Economist, takes us through the U.S. Securities Information Processor (SIP), often considered the example for market data around the world.