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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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—Brian Bier, an ex-equity derivative trader at Nomura in New York, who has recently joined Macro Risk Advisors, on how sellside traders are becoming bothered by weaker bonus payouts.
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The implied correlation is a classic metric used across volatility markets to measure whether the volatility of an index is expensive relative to its components. This metric is derived from the basic portfolio formula that links the volatility of the portfolio, the volatilities of its constituents and each pair-wise correlation. When implied volatilities are observed on the market, one can derive the average correlation of weighted portfolio, known as the index implied correlation.
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A group of 22 Democrat senators have asked regulators to step up their efforts to issue a final Volcker rule by summer.
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S&P Capital IQ Global Markets said that credit default swap spreads on Japan do not reflect a slowdown in the growth of China’s gross domestic product.
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Investment banks will likely respond to a weak industry outlook by slashing their staff of managers by 20% to 30% and reducing the amount of revenue earmarked for compensation, according to Boston Consulting Group.
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Dutch housing association Stichting Vestia Groep has agreed to unwind some of its derivatives contracts after it needed a bailout because of declining interest rates that triggered losses on the instruments.