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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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Tail risk funds, credit valuation adjustment desks and loan desks are buying one- and two-month payer spreads on the Markit investment grade credit default swap index.
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Philip Ha, a secondary collateralized loan obligation and collateralized debt obligation trader at Goldman Sachs in New York, and Kelly Maier, a v.p. in high yield credit trading in London, have left the firm.
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Treasury Secretary Timothy Geithner denied that the Volcker rule would pose a “meaningful risk” to European liquidity or credit availability.
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U.S. commercial banks posted a record USD25.8 billion in trading revenues from over-the-counter derivatives and securities in 2011, a 14% increase from a year earlier, but saw OTC trading volumes decline for the second quarter in a row in the fourth quarter, according to the Office of the Comptroller of the Currency.
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Stricter capital requirements as well as mandatory clearing for over-the-counter derivatives used by banks for hedging will likely reduce bank profit margins in derivatives trading and curb bank’s appetite for risk, according to Greenwich Associates.
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Sen. Mike Crapo (R-Idaho) is expected to introduce legislation that would delay the implementation of the Volcker rule to one year after regulators complete the measures.