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Portfolio Construction and Management
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Articles by Risk Staff
Isda adds HK$ swap fix rate to its list
The International Swaps and Derivatives Association (Isda) said today it has added a Hong Kong dollar IsdaFix rate to its schedule of swap rates published daily on Reuters.
Primus Financial starts credit derivatives trading
Derivatives market veterans Thomas Jasper and Joseph Bauman said their new firm, Primus Financial Products, a triple A rated provider of credit risk protection for the credit derivatives market, has started trading.
Wells Fargo to use AI to combat op risk
Wells Fargo, the San Francisco-based banking and financial services company, has bought an automated anti-money laundering software solution from IBM and Searchspace, a specialist software vendor, that will use artificial intelligence to monitor every…
S&P set to change BT debt outlook to stable from negative, says BT employee
Rating agency Standard & Poor’s is set to raise British Telecom’s (BT's) A- rating from ‘negative outlook’ to ‘stable outlook’, said a senior BT employee late yesterday.
Goldman study: S&P 500 volatility rockets in Q2
Single-stock and index volatility has shot up since the end of the first quarter of 2002, according to research by investment bank Goldman Sachs.
Op risk is much more than a capital allocation exercise, says Moody's
Moody's Investors Service said banks should treat operational risk management as much more than just another regulatory capital allocation exercise. In a special report, the international rating agency said capital is "an incomplete line of defence"…
Correction: UBS says no figure available for derivatives staff cuts in London
UBS Warburg, the investment banking arm of Switzerland’s UBS, which is axing 10% of its investment banking staff in London, said it could provide no overall figure for its cuts in derivatives staff numbers today.
Europe and Asia see strong growth in weather hedging – WRMA survey
Europe and Asia saw a significant rise in the number and value of weather risk derivatives contracts traded last year, with the market overall seeing a shift from pure temperature-related contracts to other forms of protection such as rain, snow and wind.
Transparency drives FX prop trading changes
Foreign exchange proprietary traders are altering their strategies in response to increased price transparency. They are taking risk across more products, referring more to market strategy and turning to FX derivatives for speculative trading, according…