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Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, driven by high-leverage, retail-driven trading. However, this critique is misdirected, as the risk is inherent to the trading venue, not the contract. The actual risk factors include leverage limits, margin rules, index construction, and default handling. The recent crypto market deleveraging ep…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, with critics arguing that these high-leverage instruments will import instability into the market. However, this critique is misplaced, as the risk is not inherent to the perpetual futures contract itself, but rather a result of the venue's design. The venue's choices, such as leverage caps, mar…
July 29, 2026, 1 p.m.
Opinion
The Perpetual Futures Debate: A Misguided Focus on Systemic Risk
The introduction of perpetual futures to regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments could destabilize the market. However, this critique is misguided, as the risk is not inherent to the perpetual futures contract itself, but rather a result of the venue's design, including leverage limits, margin rules, and default handlin…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, driven by high-leverage and retail involvement. However, this criticism is misplaced, as the risk is inherent to the venue's design, not the contract. Factors such as leverage caps, margin rules, and default management contribute to systemic risk, rather than the perpetual futures themselves. Th…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
As perpetual futures enter regulated markets, concerns about systemic risk have grown. However, the risk is not inherent to the contract itself, but rather a result of the venue's design choices, such as leverage caps, margin rules, and default management. The recent deleveraging episodes in crypto, including the October 2025 cascade, were caused by a combination of factors, including macro shock…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments could destabilize the market. However, this criticism is misplaced, as the risk is not inherent to the perpetual futures contract itself, but rather a result of the venue's design. The venue's choices, such as leverage caps, margin rules,…
July 29, 2026, 1 p.m.
Opinion
The Misdirected Debate on Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk due to their potential for high-leverage trading. However, this criticism is misplaced, as the risk is inherent to the venue's design, not the contract. The venue's choices, such as leverage caps, margin requirements, and default management, determine the level of risk. The recent episodes of del…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate on Perpetual Futures and Systemic Risk
The introduction of perpetual futures to regulated markets has sparked concerns about systemic risk, but the criticism is misplaced. The risk is not inherent to the contract itself, but rather a result of the venue's design, including factors such as leverage caps, margin rules, and default management. The concern is not unfounded, as crypto's history of deleveraging episodes has shown that macro…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate on Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments could destabilize the market. However, this criticism is misplaced, as the risk is not inherent to the contract itself, but rather a result of the venue's design. The key factors that determine systemic risk in a derivatives market includ…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked intense debate, with critics warning of potential systemic risks. However, this criticism is misplaced, as the risk is not inherent to the contract itself, but rather a result of the venue's design. The key factors that contribute to systemic risk include leverage limits, margin rules, index construction, and default handlin…
July 29, 2026, 1 p.m.