Infrastructure/Commodities
Trading commodities and correlation
Dealers are devising commodity derivatives products to attract new investors desperate for an alternative to the poorly performing financial markets
Dealers debate regime change in US interest rate volatility
Has the US interest rate options market entered a new period of sustained higher implied volatility? Deutsche Bank says yes, but other leading dollar interest rate derivatives dealers say it is too early to tell. Mortgage investors and options writers…
Options on fixed exchange rates and the Argentine peso devaluation
Sponsor`s statement
Green scheme down under
Robin Lancaster reports on Australia’s government-mandated renewable energy certificates market, which – after a slow start – is expected to pick up fast
Against the currency grain
Mexican peso modelling
Credit adaptation
Credit insurance
An end to easy money
Cover story
The perspective from France
French focus
Job moves
QUOTE OF THE MONTH: - “I have come to you with a problem – we need to outsource our balance-sheet funding” From an e-mail sent last year by John Rusnak to an unnamed counterparty, referring to his deep-in-the-money options trades, or ‘synthetic loans'.
Servicing the e-industry
Investing in IT infrastructure development is essential in today’s often fractured environment of rival software languages and specific trading needs. Clive Davidson discovers what is on offer to bring these disparate elements together
Scaling the wall
Corporate hedging
Weather risk solutions
Germany
Controlling power
Germany
Out on its own
Germany
Managing the exposure challenge
Credit risk reporting