United States (US)
While CLO activity remains below pre-financial crisis levels, a demand for higher yields is driving US investor appetite
Morgan Stanley's leveraged product falls back in line with market conventions, but some products in the latest issuance feature extended tenors and reduced participation rates
Structured products linked to single stocks have taken hold in the latest issuance in the US market
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More United States (US) articles
Barclays has issued a swathe of reverse convertibles, while HSBC and Wells Gargo are extending tenors on leveraged products.
Natural resources are the chosen underlying for Royal Bank of Canada's latest products, while Barclays has issued one linked to the S&P Bric 40
Recent US structured products issuances have contained several products with multiple underlyings and the latest follows suit with basket products from HSBC, Barclays and Morgan Stanley.
Reverse convertibles are the product of choice in the latest issuance, Bank of Montreal has the lion's share.
Maturities for US structured products get stretched and Barclays issues a reverse convertible with a high risk rating
Citi fund enables investors in Brazil to explore non-local underlyings while retaining the comfort of an investment in their home currency
ICE Futures Europe is publishing commitment of traders (COT) reports for its global commodity benchmark ICE Brent crude and ICE gas-oil futures
Current US economic data is masking the cheapness of inflation hedging
The US has recovered from recession but still faces an enormous debt burden. The onus is now on companies to pick up the slack in the economy and keep bonds buoyant
Solvency II could alter product mix of US subsidiaries of European insurers
Debt prospecting down-under
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.