Financial Market Microstructure

How Public Markets Will Change.

Buy-Side Issues

How Stock Markets will change.


How Repurchase Agreement Markets Will Change.

How Debt Markets Will Change.

The Effect of Ethical Issues on Market Success.

Derivatives Pricing.

  1. Magic Money
  2. The Netting Fairy
  3. Problems of the Credit Default Swap Market
  4. Overpricing of Interest Rate Swaps
  5. Hidden Credit Risk of Interest Rate Swaps

The LIBOR Fixings

Financial Market Regulation

High-Frequency Trading and the SEC.

What is CME’s path?

How will Brexit affect the Exchanges’ strategies in Europe?