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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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Issuers hedging exposures to credit-linked notes using credit default swaps may find they are subject to higher capital charges after Sept. 22, when a new set of definitions governing the terms of a credit event come into play. -
The Argentine credit default swap auction was resolved on Wednesday with restructured bonds on the sovereign valued at 39.5c on the dollar.
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Swap documentation such as the International Swaps and Derivatives Association master agreements and credit support annexes — the contracts at the heart of so much wrangling between issuers and dealers in the supranational and agency bond market in recent years — are likely to be non-existent in the coming years for firms that only trade vanilla products. This is due to regulation that requires certain financial instruments to be cleared through central counterparty (CCP) clearing houses, writes Beth Shah.
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Strong PMI data this week has backed good paying in five year swaps, which has steepened the 2s/5s curve slope. Dim sum bond issuance has picked up despite the recent renminbi weakness, writes Deirdre Yeung of Total Derivatives.
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Denver-based financial boutique IPS Strategic Capital is looking to launch soon a structured note strategy that will combine selling short futures positions on the CBOE Volatility Index, while using long call options as a hedge.
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The need for credit support annexes may be reduced due to regulation that requires some financial instruments to be cleared through clearinghouses and traded on swap execution facilities, according to market officials.
