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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 International Securities and Derivatives Association has published its recommendations for the next version of the financial products markup language (FpML) for the over-the-counter derivatives market.
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UBS has expanded its exchanged-traded note offerings with ETRACS Fisher Gartman Risk On On ETN, which will seek to replicate the Fisher-Gartman Risk Index, and the ETRACS Fisher-Gartman Risk Off ETN.
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Downgraded banks acting as interest rate swap counterparties to collateralized debt obligation and collateralized loan obligation issuers are in danger of losing extensive amounts of capital inflow.
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The sovereign credit market has been racked by volatility in 2011 and this week was no different. -
As complete segregation of client collateral via third-party custodian agreements begins to take hold, dealers are looking to stand firm on their right to dispute buyside collateral calls on events outside of default.
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Societe Generale is re-arranging responsibilities for its credit derivatives traders in the U.S., after the Paris-based firm has let go at least three members of the credit trading desk this week.
