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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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Hedge funds have been increasingly opting for options on Eurostoxx dividends with mid-term maturities as risk premium contraction in equities has reduced expected returns from long only, delta one strategies. Typical option structures have included call spread/ratios, call spread collars and put collars, according to traders and strategists.
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Regulatory concerns and increased complexity in institutional investor portfolios relating to the use of an ultimate forward rate curve is driving increased appetite for liability driven investments, according to ING Investment International.
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The credit markets experienced a torrid end to the week after Chinese PMI data raised concerns about a potential hard landing for the world’s second-biggest economy.
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Equity investors in Asia have been sitting on the sidelines this week as the market slows down ahead of Chinese New Year and the upcoming meeting of the U.S. Federal Reserve, according to traders and strategists.
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To describe its most recent approach to de-linking the credit risk of a swap provider (a Provider) from structured transactions, on Nov. 12, 2013, Moody’s Investors Service published Approach to Assessing Swap Counterparties in Structured Finance Cash Flow Transactions.
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Hedge funds are extending the expiries on credit options in the iTraxx Main out to June, the first time significant flow has occurred in such longer-dated maturities this year. The flow comes as investors seek to profit from the roll of the index on March 19 and hedge for events later in the year.