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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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Deutsche Bank has hired Masahiko Maihara as an interest rates options trader in Tokyo.
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Thomas Laux, head of risk management at Eurex Clearing, said requiring central counterparties to provide detailed recovery plans in advance could be dangerous since the plans may not work in all conditions. “
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Banks should become niche providers of bonds and interest rates derivatives liquidity if they want to distinguish themselves as fixed-income market changes, according to GreySpark Partners.
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Bloomberg has asked a federal judge in Washington, D.C., to block margin requirements for swaps and futures derivatives adopted by the U.S. Commodity Futures Trading Commission.
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Principal-at-risk structuring products are growing in popularity in the U.S. in the wake of a rising stock markets and historically low interest rates.
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Managers of new collateralized loan obligations are including delayed draw tranches as a way of gaining time to build up leveraged loan portfolios and help them avoid paying full liability costs until the CLOs are totally invested.