Issue: Dec 2012
Traders of the lost art
Post-crisis regulation tends to be spoken about in pretty cold, impersonal terms – the pressure on bid-offer spreads or return-on-equity, for example. It’s easy to forget there is another type of...
Clients complain of six-fold hike after rates volatility hits dealers' par swap hedges
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One size fits none
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Expense makes sense
Borrowing the stake for a bet is as old as the hills – and so is losing it. But how much debt is too much for a given position? A group of quants believe they know. Laurie Carver introduces this m...
From stochastic volatility to shameful scams
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Deutsche Bank veterans Amrolia and Felson to lead new fixed income and currencies unit; de Boissard promoted to investment banking co-head at Credit Suisse; fixed income chief Hoornweg leaves UBS
A different track