Top Section/Ad
Top Section/Ad
Most recent
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
More articles/Ad
More articles/Ad
More articles
-
Institutional investors in France, Italy and Switzerland are increasingly showing interest in structured notes on volatility target underlyings, driven by current low yields in fixed income markets and attractive OTC budgets. -
The absence of an exemption for pension funds in Switzerland’s derivatives regulatory proposals within its draft Financial Market Infrastructure Act will drive up costs and staffing pressures for such users, according to lawyers.
-
German asset managers are rolling credit default swaps on single names in the iTraxx Main into longer dated maturities to gain from the steepness of the curve.
-
ICAP has hired Wendy Phillis, ex-coo for Europe, Middle East and Africa at State Street, as group chief risk officer, based in London. She will replace Colin Smith, who is retiring from the industry.
-
The five year sector of the CNY swap curve picked up a bid on Thursday as foreign players placed bets on a corrective steepening in the 2s/5s curve slope. Credit Suisse expects the People's Bank of China (PBoC) to alleviate money market stress by delivering a 50bp cut in the reserve requirement ratio (RRR), writes Deirdre Yeung of Total Derivatives.
-
A mix of hedge funds and credit valuation adjustment desks are buying deep out-of-the-money payers with April expiries on the iTraxx Main and to a lesser extent the Crossover indices in what was a fairly active week in credit options. Flows skewed towards long volatility and hedging strategies.
