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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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Insurers have been hedging volatility in recent weeks, which market players say is a sign that flow is returning to the over-the-counter equity derivatives market.
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Since the May sell-off in equity, pricing parameters across the board in developed market equity derivatives remain elevated. In particular, implied volatility skews and correlations remain close to their all time highs.
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The credit markets have given the European bank stress test results a positive, if cautious, welcome this week. The results were released after the close on Friday, and the initial reaction from the commentariat was anything but positive.
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From the second half of the 1990s onwards, credit derivatives and insurance products have been commonly used by market participants to manage and transfer credit risk associated with financial instruments such as structured finance and traditional debt instruments including loans and bonds. Credit derivatives have been popular but their unregulated nature has been blamed for playing a role in the bankruptcy filing of Lehman Brothers, the federal rescue of American International Group as well as the downturn of the stock markets during the global financial crisis. While there may be uncertainty in the future of credit derivatives due to regulation and standardization, financial institutions have been creating alternative financial instruments to manage and transfer their credit risk, and financial guarantees are one of the hot topics in the current market.
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Markit is looking at creating an index of implied volatility for credit indices—the first of its kind as credit indices have focused only on realized vol to date.
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Uniqa Alternative Investments is looking for a structured credit salesman.