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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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The Singapore Exchange is looking to implement risk controls for clearing members in an attempt to reduce systemic risk in the local derivatives market.
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Differences in recovery rates between old and new U.S. municipal credit default swap contracts, where the old rates are implied and the new rates are fixed in the contract, could lead to arbitrage should two firms disagree on the implied rate of recovery in the event of a default.
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Foreign banks in Brazil are setting up credit valuation adjustment desks and looking to hire traders by the end of this year.
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We are moving towards the end 2012 deadline set by the G20 Leaders at the Pittsburgh summit in September 2009 for standardised derivative contracts to be traded on exchanges or electronic trading platforms where appropriate and to be cleared through central counterparties. Despite international efforts, in particular in the U.S. and the E.U., to comply with this objective, a huge amount of regulation and rule making still needs to be finalised for this objective to be met.
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Nomura and Source, an exchange-traded fund provider, have launched the Voltage Short-Term Source ETF, which gives institutional investors exposure to volatility that is more aligned to the spot of the VIX.
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UBS, Citigroup and Nomura are among banks that have begun expanding their equity derivatives teams as they respond to growing demands for derivatives from hedge fund and institutional investors and eye higher margins.