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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 and retail involvement. However, this criticism is misdirected, as the true source of risk lies in the design of the trading venue, including factors such as leverage caps, margin rules, and default management. The risk is not inherent to the perpetual futures contract it…
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, retail-driven instruments could destabilize the market. However, this criticism is misplaced, as the risk is not inherent to the perpetual futures contracts themselves, but rather a result of the venue's design, including factors such as leverage li…
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 many warning of the potential for systemic risk due to high-leverage trading. However, this criticism is misplaced, as the true risk lies not in the perpetual futures contracts, but in the design of the trading venues. The real concern should be the choices made by these venues, including leverage limits…
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 retail trading. However, this criticism is misplaced, as the risk is inherent to the venue's design, including leverage limits, margin rules, and default handling, rather than the contract. The risk of systemic events is not inherent to perpetual futures, but rather a res…
July 29, 2026, 1 p.m.
Opinion
The Misdirected Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, but this criticism is misplaced. The true source of risk lies not in the contract itself, but in the design of the trading venue, including factors such as leverage caps, margin rules, and default management. The risk of a liquidation cascade, which can lead to a systemic event, is more closely …
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 contract itself, but rather a result of the venue's design. The venue's choices, such as leverage caps, margin rules, and default manag…
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 the potential for systemic risk, driven by high-leverage retail trading. However, this criticism is misplaced, as the risk is inherent to the design of the trading venue, not the perpetual futures contract itself. The true risk factors include leverage caps, margin rules, funding design, and default management…
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 destabilize the market. However, this critique is misguided, as the risk is not inherent to the contracts, but rather a result of the venue's design. The real issue lies in the choices made by the venue, such as leverage limits, marg…
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 will destabilize the market. However, this critique is misdirected, as the risk is inherent to the venue's design, not the contract itself. The venue's choices, such as leverage caps, margin rules, and default management, determine the le…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
As perpetual futures enter the realm of regulated markets, concerns have been raised that these high-leverage, retail-driven instruments will introduce systemic risk. However, this criticism is misdirected. The true source of systemic risk in derivatives markets lies not in the contract, but in the design of the trading venue. Factors such as leverage limits, margin rules, index construction, and…
July 29, 2026, 1 p.m.