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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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The Life and Longevity Markets Association has launched four indices that provide a global reference for the transfer of longevity risk to investors and other counterparties. -
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.
