CDS IndexCo and Markit have launched CMBX, a range of synthetic credit default swap (CDS) indexes of US commercial mortgage-backed securities (CMBS), which will trade from today.
Lehman Brothers had a hectic 2005, with net revenue for the year rising 38% to $3.3 billion. But it's not just the traders that were busy.
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Lehman Brothers articles
The New York Federal Reserve meeting with 14 major dealers on September 15 appears to have succeeded in coercing the industry into taking more concerted action to tackle the mounting problems in cre...
Barclays Capital, Ixis Corporate and Investment Bank, Lehman Brothers, Nomura International and the Royal Bank of Scotland have all agreed to become market-makers for the Chicago Mercantile Exchange...
The world's major derivatives dealers have signed up to the International Swaps and Derivatives Association’s long-awaited ‘Novation Protocol’, which seeks to facilitate the transfer of existi...
Broker-dealers in the US are having to cope with the SEC's capital requirements, while still being somewhat in the dark about the upcoming Basel II framework. By Choongo Moonga
American broker-dealers are opposed to some of the proposals recently published by the Basel Committee to improve the management of market risks.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.