The Indian secondary equity markets are different from most of their global counterparts because pre-trade risk management plays a very important role in their functioning. In a new report, Lessons from Pre-Trade Risk Management in the Indian Equity Markets, Celent describes the current risk management practices in the Indian equity cash and derivative markets. In this system, collateral is deposited with the exchange to cover trades undertaken by a broker’s clients.


At the same time, the robust pre-trade RMS in the Indian markets offers an interesting opportunity for market regulators and participants elsewhere to learn, and perhaps even to integrate into their systems. Importantly, this market requires a strong risk management system to cater to the fast growth as well as the ever-changing composition of the products within the futures and options market.
With a team of internationally based analysts, Celent is uniquely positioned to offer strategic advice and market insights on a global basis.





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