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Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
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The following is a roundup of selected current regulatory proposals, notices and directives collected from official bulletins and other sources which are deemed reliable. The chart is updated each issue. To notify DW of new measures call Rob McGlinchey in London at (44-20) 7303-1789 or e-mail RMcGlinchey@euromoneyplc.com. Shaded items indicate a new or updated entry.
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The strong rally that has taken hold of the sovereign market since Jan. 10 came to an end last week.
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One of the stories of 2011 has been the outperformance of European stocks over U.S. stocks, with the EuroStoxx 50 up over +7% in comparison to the U.S. which is only +3.5% higher. The financial sector has been one of the main drivers over this decoupling, with the European Financials Sector index having gained over +8% on the US Financials Sector.
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Sandmeier is president of the Swiss Structured Products Association and head of structured products marketing and distribution at Credit Suisse in Zurich.
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Historically, financial institutions used a single standard curve to value derivatives. Recently market participants have started to move away from a single curve for both discounting and forecasting. Instead, they are using multiple curves, each playing a specific role in valuation. Forecast curves continue to be based on Libor, but are built specifically for different tenors. Also, a significant number of participants construct discount curves based on overnight indexed swaps rates.