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◆ 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
Japanese firm plucks banker from UBS
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The Basel III framework required for derivatives capitalisation has forced a shift in current risk management practices and processes. Two non-internal model approaches have been introduced to compute exposures – the current exposure method (CEM) and standardised method (SM), and one internal model approach – the internal model method (IMM) which requires approval from supervisory authorities. -
Jill Considine is set to join the board of directors at LCH.Clearnet Group on April 25, 2014. She was previously one of three trustees of the AIG Credit Facility Trust, a role appointed by the US Treasury and Federal Reserve Bank of New York, from 2009 to 2011.
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The Singapore Exchange has started clearing non-deliverable interest rate swaps denominated in Malaysian ringgit and Thai baht.
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Philippe El-Asmar, head of global equities distribution and head of distribution Asia Pacific at Barclays in Hong Kong, will leave the firm at the end of April.
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UBS has seen its exchange-traded note program assets more than triple in less than 18 months. The program had approximately USD1 billion at the end of 2012 and now has USD3 billion.
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Saxo Bank has launched over-the-counter options on the US dollar against the offshore Chinese renminbi on its trading platform.
