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US exchange group hopes MarketAxess can help solve its fixed income puzzle but new ownership will not automatically draw liquidity
The tightest dollar SSA benchmark on record carried a second distinction: its paperwork never left one platform
Some evidence of green price advantage in secondary market, but not primary
Allowing machines to process loan information on a single standard would increase resilience, streamline workflows and support AI
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The Chicago Board Options Exchange will launch futures trading on the CBOE/ Chicago Board of Trade 10-year US Treasury Note Volatility Index on Thursday, Nov. 13, allowing users to hedge interest rate volatility risk based on U.S. government debt with a single product for the first time. -
European investment banks have managed to stem a decline in market share, making progress on capital and leverage targets, according to research from Deutsche Bank. The note, a outlook of the next 10 years in investment banking, also finds that a wide range of approaches means well-managed banks can prosper.
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The Argentine credit default swap auction was resolved on Wednesday with restructured bonds on the sovereign valued at 39.5c on the dollar.
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Swap documentation such as the International Swaps and Derivatives Association master agreements and credit support annexes — the contracts at the heart of so much wrangling between issuers and dealers in the supranational and agency bond market in recent years — are likely to be non-existent in the coming years for firms that only trade vanilla products. This is due to regulation that requires certain financial instruments to be cleared through central counterparty (CCP) clearing houses, writes Beth Shah.
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Indian banks got a huge helping hand from the Reserve Bank of India (RBI) on September 1 after the regulator relaxed its Basel III guidelines to drive up interest in bank capital issuance.
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Denver-based financial boutique IPS Strategic Capital is looking to launch soon a structured note strategy that will combine selling short futures positions on the CBOE Volatility Index, while using long call options as a hedge.
