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◆ Public sector issuers embrace hedge fund bid... ◆ ... as they flex in the swap market ◆ Car makers welcomed back to bond market
CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
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Hedge fund investors are offering to sell short-dated convexity and volatility via variance and vol swaps on Asian indices this week, pushing prices down.
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Sovereign spreads managed to hang on to most of their gains after the June 28-29 summit, though the rally lacked conviction. -
The Basel Committee on Banking Supervision is considering a requirement that banks use a standardized format to calculate their credit default risks in addition to internal valuation models as a way to prevent them from understating their capital needs, according to Wayne Byres, a Basel official, in an interview with Financial Times Deutschland.
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The U.S. Commodity Futures Trading Commission has determined that environmental commodities such as green certificates and credits are not swaps subject to regulations in the Dodd-Frank Act.
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Weak internal governance and risk management at banks are to blame for the recent scandal over alleged manipulation of the London interbank offered rate, according to José Viñals, financial counselor and director in the monetary and capital markets department at the International Monetary Fund.
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Credit default swap spreads on Spanish banks subordinated bonds widened sharply over concerns that a draft bailout plan for the sector would impose losses on holders of the bonds.
