Futures and Options Markets

  1. Risk Management in Derivatives
    1. Market Risk
      1. Value at Risk
        1. Historical Simulation
          1. Parametric Methods
            1. Monte Carlo Simulation
            2. Expected Shortfall
              1. Stress Testing
                1. Scenario Analysis
                2. Credit Risk
                  1. Counterparty Risk
                    1. Settlement Risk
                      1. Credit Exposure Measurement
                        1. Risk Mitigation Techniques
                          1. Collateralization
                            1. Netting Agreements
                              1. Credit Derivatives
                            2. Operational Risk
                              1. System Failures
                                1. Human Error
                                  1. Process Breakdowns
                                    1. Control Mechanisms
                                    2. Liquidity Risk
                                      1. Market Liquidity
                                        1. Funding Liquidity
                                          1. Liquidity Management
                                            1. Emergency Procedures
                                            2. Model Risk
                                              1. Model Validation
                                                1. Parameter Uncertainty
                                                  1. Model Limitations
                                                    1. Back-Testing Procedures

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                                                  12. Advanced Derivative Instruments

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                                                  14. Regulatory Framework and Market Structure