Increased protection selling on sovereigns raises fears about systemic risk
The US government's bank stress tests appear to have been successful in stabilising financial markets, but some market observers believe they are obscuring broader systemic problems and could hamper efforts to deal with toxic assets.
London-based liquidity aggregation platform LiquidityHub stopped operating last week, having endured a lack of market interest in the face of the credit crunch.
The new UBS Bloomberg CMCI Food Index provides direct exposure to the food sector.
London-based electronic trading consortium LiquidityHub today added dollar interest rate swaps to its fixed-income liquidity-aggregation system.
JP Morgan has created an index that seeks to exploit the carry trade in emerging-market currencies.
Worries have been raised in the diamond industry about plans aimed at creating a derivatives market in the gems, which were aired in Antwerp last week.
London-based electronic trading consortium LiquidityHub plans to start distributing the liquidity of 15 banks in interest rate swaps by the third quarter of this year.
LiquidityHub, the London-based electronic trading consortium, has signed agreements to distribute its liquidity in the interest rate swap and US Treasury bond markets across the Reuters and Bloomberg trading platforms.
After a meeting with the International Swaps and Derivatives Association, UK-based cut diamond market data provider Polished Prices is putting together a working group aimed at creating a market in diamond derivatives.
JP Morgan has launched indexes tracking the level of implied volatility in G7 and emerging-market economies.
UK-based diamond market data provider Polished Prices, with New York-based news service Bloomberg and three international banks, has published a discussion paper on developing a market for diamond derivatives.
Robert MacLeod has been made chief executive of London-based LiquidityHub, a venture that aims to electronically pool the fixed income liquidity of 11 investment banks.
Bloomberg has linked up with New York-based technology firm T-Zero to provide its users with an electronic affirmation process for credit default swaps (CDS). T-Zero’s straight-through processing (STP) will allow users to capture and communicate trade...
Six international banks and financial information provider Bloomberg have launched a joint venture company to operate an online interest rate derivative trading platform.
Credit Suisse First Boston released the first-ever longevity index today, which it hopes will enable standardised structuring and settlement of longevity risk transfer instruments such as swaps and structured notes.
ABN Amro has launched an electronic Swiss franc interest rate swaps trading platform on Bloomberg.
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
JP Morgan has become the latest investment bank to provide prices through SwapTrader, Bloomberg’s multi-dealer euro interest rate swap dealing platform for end-users launched in February, signalling a further move towards the electronic execution of...
Competition in dealer-client electronic euro swaps trading is heating up with the launch of two new 'request-for-quote' (RFQ) multi-dealer interest rates swaps platforms in quick succession.
Wachovia is implementing the AC Plus data management system from Dutch vendor Asset Control within its corporate investment bank to improve risk management.
Morgan Stanley’s credit correlation model has been made available on Bloomberg today. The model can be used to price basket and single-tranche credit derivatives.