Technical paper/Derivatives/Awards

Source links to new Dow Jones long/short index

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…

US Talf helps CMBS market recover

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…

EC continues tough stance on securitisation

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…