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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 Reserve Bank of India issued strict guidelines for the creation of an onshore credit default swap market. The guidelines imposed high capital requirements, restrictions on which firms can trade swaps, and limited CDS to plain-vanilla corporate bonds. [Foreign multinational investment banks in India have since been sitting on the sidelines in the new credit default swap market. They’re not willing to take on the cost of collateralizing the deals and so aren’t targeting the market in any way (DI, 2/29).]
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—Peter Sime, head of risk and research at the International Swaps and Derivatives Association, explaining that a Basel III regulation should reflect that firms use CVA in different ways.
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Following the G-20 Pittsburgh summit declaration in September 2009 that all standardized over-the-counter derivative contracts should be cleared through central counterparties by the end of 2012 at the latest, there have been varying degrees of progress in how member countries globally are seeking to achieve this goal.
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Since the beginning of year, we have observed a significant increase in the convexity of the Eurostoxx50 volatility smile, which has accelerated over the last week.
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A hedge fund bought USD700 million in one-month butterfly options on the euro/U.S. dollar cross Wednesday, according to traders.
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Naysan Munusamy, executive director and non-deliverable forward trader at Goldman Sachs in Hong Kong, has been let go due to an alleged compliance issue surrounding trades with Macquarie in Singapore.