Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and...
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New CSA, new challenge
All four Bats Europe and UBS MTF central counterparties now allow interoperability
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
Reforms to $1.59 trillion tri-party repo market are set to miss industry deadlines, and could now spill into 2012
Banks such as Morgan Stanley and Credit Suisse have chosen EuroCCP to clear their trades under new system of interoperability
High interest rates, a strong currency, and rapid increases in volatility amid turmoil in European and US debt markets have resulted in another challenging year for the derivatives dealers and broke...
The Swiss bank has named the heads of its global equities structuring operations, increasing its collection of former Deutsche Bank executives in the process
Rainer Ruecker has joined UBS to lead the bank's new public distribution trading team.
On the trail of commodities
Contingent capital instruments designed to provide a capital boost before the point of non-viability are laudable but unrealistic, says former RMMG chair Mark White
The price of advice
Day of the aggregators
Barclays reverse convertibles dominate the latest US structured product offerings, but there is also diversion into digital payouts and leveraged returns
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.