Markit and Bloomberg claim Red codes and Figis should be used for trade reporting
If agencies follow Moody's lead, S&P would be isolated
The journal’s second issue features three very different approaches that use network theory to understand economic and financial phenomena.
This paper aims to quantify cascades of price movements in financial markets. It considers nonlinear lead-lag effects with stocks in the S&P 100 as nodes, and it also looks at directed links between the stocks identified through Granger causality. The...
China is one of only two Asian countries with G-Sibs – but unlike Japan its banks can sidestep TLAC
December is roughly four times more profitable than the average month, finds research
Standard & Poor's found to owe duty of care with CDO ratings
SolarCity deals show potential and pitfalls of new asset class
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of a triple-A rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas Becker reports
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas Becker reports
The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the trick in Europe – but what are their chances? Lukas...
European banks and pension funds are seeking redress over CPDO ratings, and claims against issuers of other structured credit products could follow
UBS bolsters equity derivatives team
Moody's downgrade forces Italian linkers out of index
Merger of S&P Indices and Dow Jones Indexes will fuel more competition with banks than other index providers, say market participants
Deutsche Bank says the luxury goods sector is especially promising in the current financial climate, while Bank Vontobel in Switzerland has launched its fifth structured product based on a basket of luxury and fashion goods
Activity in commodity exchange-traded products falls sharply amid poor performance of the asset class