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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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Buysiders grappled with the question of whether volatility can be observed as an asset class in a lively institutional investor panel session at the conference.
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Today, most institutional investors define a strategic asset allocation (SAA) that governs their investments and exposures across all sorts of asset classes. A typical SAA does not only contain a particular percentage point but also an upper and a lower boundary for each asset class. In case market prices of those asset classes move significantly, the boundaries serve as trigger points to buy or sell assets in order to rebalance the portfolio back to the target SAA. Christoph Gort, partner at SIGLO Capital Advisors, provides highlights from a research paper, in association with the Chicago Board Options Exchange, as to whether investors can rebalance a multi-asset class portfolio with such a SAA more systematically and more efficiently by writing call and put options.
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Pension funds and foundation and endowments are increasingly considering plan rebalancing utilising options. On the Asset Allocation Rebalancing Using Options panel, Pav Sethi, chief investment officer and chief executive officer of Gladius Capital Management, discusses how dynamic rebalancing has been accomplished in practice. Rob McGlinchey reports.
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By Zem Sternberg, managing partner at Lake Hill Capital Management
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Tradeweb has introduced more functionality in regard to streaming prices on its swap execution facility in order to provide market participants with quicker access to prices. This, among other areas of its product offering, is why Tradeweb received Global Capital’s SEF Platform Of The Year award as part of its Americas Derivatives Awards.
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UBS’ structured product platform, Equity Investor, is an example of a unique tool enabling clients to design a product that can then be priced and traded instantaneously. The firm’s pricing, structuring and electronic capabilities resulted in it being crowned the 2014 Americas Structured Products House Of The Year by Global Capital.