Top Section/Ad
Top Section/Ad
Most recent
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
More articles/Ad
More articles/Ad
More articles
-
National Australia Bank’s move to unload six synthetic collateralized debt obligations has cost it more than AUD300 million (USD313.4 million) for an effective loss rate of 50%.
-
Achieving status as a swap execution facility is no guarantee of success despite regulations forcing central clearing that will create new opportunities, according to Celent.
-
Equity option traders are some of the most skillful investors in the market. We cannot all have their skills, but we can use information from option prices to extract useful information about traders’ expectations of the future behavior of the underlying equity. In this article we discuss the Risk Neutral Density, which is an estimate of the future distribution of equity prices. In this sense, option prices contain forward-looking information that, incredibly enough, permit us to peek into the future as though we had a time machine. -
Industry officials say that the U.K. Financial Services Authority is addressing the right issues in its final guidance on structured products issued today.
-
Buyside firms are hesitant to buy municipal credit default swaps, despite new rolls being standardized to act like sovereign and corporate CDS in the event of a restructuring.
-
The U.K. Financial Services Authority has published its final guidance for structured products, which sets out criteria that firms should meet when designing and distributing products.
