Optiver believes that the industry and policymakers play an important role in the green transition. Various concrete actions like the launch of ESG (environmental, social
Climate change is one of the most urgent issues of our time. Discussions on how to support and accelerate the green transition are critical and as Optiver we believe it’s important to play an active role in this. Our approach is two-fold. Firstly, to help build trust in the ESG category and ultimately accelerate the ESG transition, we are actively sharing our knowledge and expertise of capital markets in the ESG discussion. Secondly, we are contributing to the ESG transition through our core business of liquidity provision.
On 3 December we will bring together key role players in European capital markets for an Optiver Insights Webinar on Financial Markets & the Green Transition.
Leading voices from the CMU, European Parliament, LSE and Optiver will reflect on how Europe could realise its sustainable finance ambitions. Is the current capital market structure fit for the green transition? What role should capital market infrastructure providers play?
In complex systems like financial exchanges it is inevitable that issues and even outages occur from time to time. However, why do outages on the primary market cause trading to stop on other exchanges? Why aren’t volumes moving to MTFs? What are the downstream effects of these systemic fragilities and what can be done to improve them?
We hope to spark a discussion on the steps needed to build resilience in EU equity markets which would undoubtably benefit all investors and European capital market participants.
Derivatives are financial instruments that derive their price from an underlying asset. The most common types of derivatives are futures, forwards, options, and swaps. A derivative is a contract between a seller(s) and buyer(s), where the price and value of the contract depends on the price and price movements of the underlying asset.
Several financial market dislocations associated with heightened equity market volatility impacted trading earlier this year. This market activity attracted new traders to total return futures (TRFs) as the relationship between short-term and long-term repo rates fell outside of historical norms.
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