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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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Morgan Stanley strategists are recommending buying a 6-month volatility swap on the U.S. dollar/yen at 12.45% and selling a 2-year volatility swap on the same pair at 14% to take the view that a very steep volatility curve will flatten out in coming weeks.
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Rob Dale, head of structured product sales to the U.K. and Benelux at Nomura in London, left the firm last week.
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The first offshore USD/CNY deliverable forward trade was completed last week in Hong Kong.
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The Basel Committee on Banking Supervision is working on changes to its counterparty risk charge proposals following a number of complaints, including that the original calibration of its credit valuation charge was five times greater than necessary.
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Credit default swaps on European bank bonds are set to end July with the greatest single-month tightening since April 2008, thanks in part to the stress-test results reported last Friday.
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New derivatives regulation aimed at making the market more transparent may not accomplish its goal, according to Craig Donohue, ceo of CME Group.