The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
French banks see further spread widening, before disclosure by Société Générale on its eurozone sovereign exposure prompts a turnaround for that bank
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
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Leverage is back in the US structured products market, with leveraged return notes dominating recent issuance. Providing 28.4% of the new supply, the notes are aimed at investors hunting for a geared return on a preferred underlying, with the products...
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
Alternative weighted bond indexes may "not generate excess returns", but offer investors a new way to look at sovereign risk in the context of their bond portfolios, say market particpants
Credit spreads on core eurozone countries climb on market jitters
European bank sovereign derivatives exposures revealed
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions change
Barclays has issued a swathe of reverse convertibles, while HSBC and Wells Gargo are extending tenors on leveraged products.
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.