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Asian buyers driving callable SSA market have resurfaced in public benchmark deals
◆ 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
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The slew of proposed regulatory reform bills are not as bad as they could have been for the derivatives industry. That was a noticeable sentiment yesterday as industry heavyweights gathered at the International Swaps and Derivatives Association’s 25th AGM in San Francisco.
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On the day when KfW wired EUR300 million to the defaulted Lehman Brothers, it became clear that a new regime for risk control and counterparty risk assessment was imminent. No longer could the middle office operate in an end-of-day or end-of-week environment while the front office operated in real-time. This article illustrates how an institution can significantly enhance its ability to actively manage counterparty credit exposure by using credit default swap information provided by the Credit Market Analysis (CMA) independent CDS data service. It will also introduce CMAs market activity indicators, which provide information that is not contained in CDS pricing, but which can have a significant and valuable impact on counterparty credit assessment.
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Lukas Klein, head of single stock equity derivatives trading at Barclays Capital in London, has resigned.
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Sharon Bowles, chair of the European Parliament’s influential Economic and Monetary Affairs Committee, backs the International Monetary Fund’s proposed global levies on non-banks in G20 countries.
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The Hong Kong Securities and Futures Commission is set to largely brush aside pleas from the market for restraint on its proposals on unlisted retail structured product regulation.
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Nomura plans to bulk up its fixed income, currency and commodities sales force in India.