Exchanges
Eurex blames dealers for system limits
Swiss-German derivatives exchange Eurex is clamping down on dealers that overload its system with transactions and price information. The exchange said the growing use of automated quote engines by dealers threatens to overload its trading capacity and…
Engineering forex
Mathematical Methods for Foreign Exchange – A Financial Engineer’s Approach, by Alexander Lipton World Scientific 700 pages, $75 (hardback), $48 (paperback) ISBN 981-02-4615-3 (hardback) ISBN 981-02-4283-7 (paperback)
European insurers in joint effort to cover ‘terror risks’
Leading European insurance groups are set to combine resources to establish a Luxembourg-based company to cover property against acts of terrorism.
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
SGX plans a series of Japan derivatives initiatives
The Singapore Exchange (SGX) plans to bolster its focus on Japan with a series of new products due to be launched in the next few months.
CME introduces new forex contracts
The Chicago Mercantile Exchange (CME) said yesterday it will introduce 13 new foreign exchange futures contracts to start trading in the second quarter of this year. The new contracts include 11 non-dollar cross-rates and two dollar-based contracts.
Towards the mainstream
Emerging forex modelling
Exotic FX pulse set to race
The forex business
Every currency counts
Overlay management
SPE accounting proposal threatens CDO market
Proposed changes to US accounting standards for special-purpose entities (SPEs) could cause a dramatic decline in issuance of collateralised debt obligations (CDOs), analysts say.
Regulators expected shortly to fix date for Basle II op risk survey
Global banking regulators are expected to decide in mid-April on the date for issuing to banks a further survey seeking information on operational risk as part of the development of the Basle II bank capital adequacy proposals.
EU capital rules still on a tight schedule following Basle II delay
The European Commission’s timetable for introducing risk-based bank capital rules for the European Union remains very tight following the further delay to the Basle II bank accord, banking industry analysts said in late March.
Credit adaptation
Credit insurance
Fiat: ‘unroadworthy’
Credit of the month
Choosing a different path
Warrants
The time is right
Hedge funds
South Korea: the key for options
New Angles
Malaysia launches bond futures
New Angles
Beyond Hong Kong
Profile
The Basle II capital accord: op risk proposals in brief
BASLE II UPDDATE
Regulators expected shortly to fix date for Basle IIop risk survey
BASLE II UPDDATE