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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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Investors should buy slightly out of the money September payer spreads on the iTraxx Main to hedge cheaply against a moderate widening in the next two months.
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A new master agreement governing domestic over the counter derivatives transactions has been finalized in France.
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—Chris Murphy, global head of rates and credit at UBS in London, on the challenges facing financial market participants as regulation in the derivatives market increases.
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The measurement and management of counterparty risk is in the midst of a revolution. Within recent memory of most counterparty risk managers it all used to be so much simpler. Limits were set on the same basis as traditional lending, and the exposure measured against those limits was quantified using simple add-on factors applied to the notional of each transaction.
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Investors have been snapping up hybrid structures on the 10-year constant maturity swap curve and S&P 500 to position for both higher and lower correlation between the underlyings.
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Lee McQueen, a former director of equity sales trading at Deutsche Bank in Hong Kong, has joined BNP Paribas.