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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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Recently, there has been an increase in straight payout structures being priced and traded in the interest rate derivatives market. Unusual market conditions and a general aversion to conventional exotics has helped these trades evolve relatively quickly. Although they are very complex trades to value these simple exotics offer very clear and straight forward payouts and allow speculation on or hedging of very specific types of risk. Often, the more simple the payout, the more complex the initial pricing and modeling of the trade can be.
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Purported linkage between Greece’s fiscal woes and naked credit default swaps this week dealt a fresh blow to the G14 derivatives dealers, who had seemingly gained some ground after committing to regulators to bring more transparency to the CDS market.
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Speakers on the regulation panel gave delegates their two cents on what they expect to see in forthcoming legislation, and how far discussions on Capitol Hill have gone. “After a quiet period, we think you’re going to see a lot of activity in the next six to eight weeks,” said Cory Strupp of SIFMA.