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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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To take advantage of low fx volatilities versus rates vols, Société Générale is pitching a cross-asset structure in buying straddles on the euro/U.S. dollar, while selling EUR swaption straddles.
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Mark Mehtonen is a Portfolio Manager, Tactical Allocation/Ilmarinen Alpha, at Ilmarinen Mutual Pension Insurance Co. in Finland. He spoke to Managing Editor Rob McGlinchey prior to the beginning of the Chicago Board Options Exchange’s Risk Management Conference Europe, at the Penha Longa Resort in Sintra, Portugal. -
Thomson Reuters has been temporarily approved as a swap execution facility by the Commodity Futures Trading Commission.
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The Shanghai Clearing House and the People’s Bank of China are set to meet mid-October with China’s top legislature and judiciary bodies in a bid to iron out netting and bankruptcy rules, according to lawyers.
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Financial market benchmarks such as LIBOR and EURIBOR were being closely investigated following the benchmark scandal, with Commodity Futures Trading Commission Chairman Gary Gensler saying they should be more closely aligned to real observable transactions. Gensler told a European Parliament public hearing that collusion and manipulation would be less likely if index benchmarks more closely tracked real transactions. [The International Swaps and Derivatives Association recently outlined plans to rival EURIBOR and LIBOR with a renovated ISDAfix, aiming to roll out new methodology for the way it calculates the benchmark for interest rate swaps in Q1 2014. ISDA is working on a process where rates are sourced directly from regulated electronic trading venues known as multi-lateral trading facilities, where market-makers stream actionable prices for cleared swaps].
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--Scott O’Malia, Commissioner at the U.S. Commodity Futures Trading Commission, on the need for an extended deadline to the swap execution facility rules compliance date.
