Total return swaps (TRS)
SocGen structure allows investors to say 'open sesame' to Alibaba IPO
Exchange-traded funds that give exposure to corporate bond indexes could face competition from total return swaps on the indexes, say market participants
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Leveraged and inverse ETFs and ETNs criticised by New York University mathematics professor
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.