Index provider wins the 2014 award for index innovation in Europe
Prediction of arbitrage-free option prices that outperform existing models
Index innovation of the year
Index innovation of the year
Structured Products Asia Awards 2012
Stoxx has launched an index that provides investors with enhanced exposure to infrastructure, the alternative asset class that has increased in popularity among investors with its stable returns in the medium to long term
Derivatives exchanges report a spike in trade volume on the back of growth in Asia-Pacific and Latin America, and strength in the commodities sector.
Five largest US-based dealers hold 37% of total notional, trade association says
Dynamic replication of the payoff of volatility swaps on single stocks in illiquid markets is cheaper and easier than replicating variance swaps payoffs, dealers say.
Source has launched 18 exchange-traded funds linked to the Dow Jones Stoxx 600 Optimised Super Sector index range. The index range was created by the ETF provider and DJ and represents a new generation of funds created to deliver exposure to improved…
The Federal Reserve Bank of New York's Term Asset-Backed Securities Loan Facility (Talf) is helping to revive the commercial mortgage-backed securities (CMBS) market, analysts have concluded, although the chances for residential mortgages to be included…
In its latest round of proposals for modifications to the Capital Requirements Directive (CRD), the European Commission has confirmed its intention to assign higher capital requirements to re-securitisations and to enhance disclosure requirements for…
New laws will be needed in the US and Europe to support the introduction of central clearing of credit default swap (CDS) trades, according to a study published yesterday by the International Swaps and Derivatives Association.
Morgan Stanley's offering of a repackaged cash collateralised debt obligation (CDO) is designed to test market appetite for this type of risk, said a source familiar with the deal.
Standard & Poor's is expanding its custom index business beyond equities, currencies and real estate as client demand increases for non-correlated asset classes. The index provider will now be able to construct offerings based on commodities and fixed…
The Committee of European Securities Regulators (Cesr) called this morning for post-trade reporting on several classes of derivatives, including asset-backed securities (ABS) and collateralised debt obligations (CDO).
The structured investment vehicles (SIVs) at the heart of the credit crisis have now disposed of 95% of their $400 billion in assets, according to analysis released today by credit rating agency Fitch Ratings.
The Commodity Futures Trading Commission (CFTC) will hold public hearings in July and August to discuss the need for federal position limits to be imposed on energy futures traders.
The central clearing service for credit default swaps (CDS) offered by London-based derivatives exchange NYSE Liffe is “under review”, an official at the firm told Risk .