Handling of Unexpected Market Closure Events in MSCI Index derivatives

Handling of Unexpected Market Closure Events in MSCI Index derivatives

The replicability of the final settlement price is essential as derivatives are often used as hedging instruments for other financial instruments such as Swaps, ETFs or equity baskets. A market disruption without an adjustment of the final settlement price could lead to a divergence between the value of the derivative and the hedged position.

In this live webinar, experts from Eurex and MSCI discussed valuable insights and possible scenarios related to MSCI indexes and MSCI index-linked derivatives in case of a market disruption.

Speakers:
- Ralf Huesmann - Eurex / Equity and Index Product Design
- Pankaj Parmar - MSCI / Index Research

 

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