More Strategy articles
country focus: switzerland
It may be accepted wisdom and proven fact, that the implied correlation that results from a dispersion trade does not equal the price of a correlation swap in the market, but AXA Investment Managers...
russia equity long/short
Nosheen Khan, vice president, structured credit valuations at Markit, examines the base correlation mapping methods for implying bespoke collateralised debt obligation (CDO) correlations from stand...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.