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  • Derivatives
    Swiss Franc Dominates Traders' Attention
    Derivatives desks were snapping up Swiss francs in the spot and options market to cover option positions they had executed over the last month. "The market was caught with its pants down," said Lars Ahlgreen, senior foreign exchange trader at Crédit Agricole Indosuez in London, explaining that most traders were short the Swiss franc. Over the last several weeks traders had been executing one-touch barrier options with strikes between CHF1.58-1.60.
    June 23, 2003
  • Derivatives
    Synthetic Managed CDOs: A Case Study
    In this article we introduce the construction process of Fubon Group's first managed CDO, Silk Road 2003-1. The first step was to build a reference pool of 50 credit-default swaps using our selection criteria. We then determined the size of each tranche, given the rating and spread of LIBOR, using Moody's Investors Service Binomial Expansion Technique. The final stage was to explore the effect of the diversity score on the funded size of the synthetic CDO and look at the subordination of debt tranches under different diversity score scenarios.
    June 23, 2003
  • Derivatives
    U.S. Energy Firm Hedges Price Risk
    Swift Energy, a Houston-based oil and gas producer, has purchased collars and floors as a means of hedging price risk in its oil and gas operations and is planning further purchases. Scott Espenshade, director in investor relations, said the energy company regularly enters derivatives transactions as a means of protecting its capital with maturities normally extending to a year.
    June 23, 2003
  • Special Report: Best Places To Work
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • Strategist Stays Bullish On High-Yield, Investor Sees Risks
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • ACA On The Hunt For Structured Finance Analysts
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • Bear Stearns MBS Desk Raises Big Bucks For Military Families
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • Bear Stearns Rolls Out CDO Pricing Tool
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • CDO Investor Plans Debut As Collateral Manager
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • Corporate Supply & Flows (JUNE 19)
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • Deutsch Bank Govvie Honcho: Business As Usual Now
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
  • Deutsche Bank Shops Largest-Ever ABS CDO
    BondWeek is the leading news publication for fixed-income professionals, covering new deals, structures, asset-backed securities, industry and market activity.
    June 23, 2003
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