Feature/Commodities
Static data moves forward
Firms tackling high-speed and information-intensive tasks such as straight-through processing or risk management without accurate instrument and counterparty reference data may be taking enormous operational and credit risks. Clive Davidson reports on…
Trading commodities and correlation
Dealers are devising commodity derivatives products to attract new investors desperate for an alternative to the poorly performing financial markets
Dealers debate regime change in US interest rate volatility
Has the US interest rate options market entered a new period of sustained higher implied volatility? Deutsche Bank says yes, but other leading dollar interest rate derivatives dealers say it is too early to tell. Mortgage investors and options writers…
GFI and ACM offer online freight derivatives
New York-based brokerage GFI has teamed with shipping brokers ACM in London to offer online freight derivatives trading on GFInet, the firm’s electronic broking platform.
Falling down
The convertible arbitrage sector has performed well over the past few years, but with interest rates bottoming out and equities being squeezed many believe the sector could be heading for trouble
Managing the future
Market volatility adds to the woes of global macro and managed futures
Options on fixed exchange rates and the Argentine peso devaluation
Sponsor`s statement
Green scheme down under
Robin Lancaster reports on Australia’s government-mandated renewable energy certificates market, which – after a slow start – is expected to pick up fast
Stand-off over hub plans
German firms Ruhrgas and BEB Erdgas & Erdöl and Norway’s Statoil say they want to work with Gasunie on developing the northwest European natural gas trading hub. Gasunie is making similar noises. So why the separate plans, asks Peter Joy
Floating towards disaster
Argentine peso risk
Towards the mainstream
Emerging forex modelling
Against the currency grain
Mexican peso modelling
Can we say goodbye to currency crises?
Currency divergency
Capital thinking
Manuel Méndez aims to have BBVA among the first to qualify for Basel II’s advanced risk capital approaches.
Credit adaptation
Credit insurance
An end to easy money
Cover story
The perspective from France
French focus
ABS market in post-crisis record
New Angles
Dealing with the flak
Profile
Asian products off the blocks
Structured products