Research

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.

Understanding Margin Model Performance: A Factor-Based Approach to CCP Backtesting

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.