UBS will add Julien Bahurel as head of equity derivative sales in Asia by the end of this year
UBS hires Siddiqi to head Asia-Pacific FICC corporate coverage group as part of an effort to build up its fixed-income operation in the region
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More UBS articles
Although volumes have trailed off again some interesting products can be found among the few on offer in the latest issuance, notably one from Wells Fargo that is based on four funds offering exposure...
Risk management tools and techniques have gained increasing power in Asia’s surging private wealth market during the past 15 years. Now some leading private bankers believe risk management is rede...
Fifteen banks accused of mis-selling mortgage-backed securities
Life & Longevity Markets Association gains momentum
After leaving Barclays Capital last Friday, Dixit Joshi, formerly head of equities for Emea and Asia-Pacific at the UK bank has joined Deutsche Bank in a similar role
Chris Lee has taken over global market investment products and the db-x division in Asia for Deutsche Bank. Formerly head of the structured products group at UBS, Lee started at Deutsche in the last...
UBS has created a reverse convertible index to offer German investors income which beats the return on bank deposits
The latest offering consists of two accelerated growth products, a structure which is gaining popularity in the US as investors look for yield and protection barriers. However, bankers say that investors...
UBS has launched a new exchange-traded note in the US, offering leveraged exposure to the Alerian MLP Infrastructure Index.
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
Deutsche Bank has hired Chris Lee as head of structured products for Asia, just a few months after he left a similar position at UBS
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.