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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 U.S. Department of Justice has launched a criminal investigation into whether major global banks manipulated the London interbank offer rate to benefit derivatives trades.
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New York-based quant manager Lake Hill Capital has rolled out a systematic tail risk strategy that uses an algorithm to estimate fair value in listed options by entering into options that remain delta-neutral but long volatility.
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Foreign multinational investment banks in India are 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, according to market officials. -
Hedge funds were selling credit-default swaps on NRG Energy after the company released a better than expected earnings report today.
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The Securities and Exchange Board of India has been slow to approve several index-based derivative products, reflecting what observers said is its discomfort with allowing complex products to be sold to retail investors.
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Investors recover more when a company goes through a full bankruptcy restructuring process than through credit default swap auctions, according to an note from Morgan Stanley.
