Skip to main content

Feature

Sunk by correlation

Equity derivatives dealers faced a grim picture across global markets earlier this year, with steep rises in correlation and volatility together with a slump in dividend expectations decimating exotic books. How have dealers responded? By Mark Pengelly

Risk reallocation

The originate-and-distribute model offered a means for banks to offload credit risk from their balance sheets and distribute it to investors. But Andrew Haldane and Lewis Webber of the Bank of England argue this risk was often passed on to those least…

Abbey launches Capital Guaranteed products

Abbey has launched two capital guaranteed products including the third issue of its Guaranteed Capital Plus plan, linked to the FTSE 100 index. The three-and-a-half-year plan returns 18% if the FTSE 100 has risen by at least one point during the term, or…

BNP Paribas takes two from Bear Stearns

BNP Paribas has scooped up two new hires from Bear Stearns. Andrew Miller and Adam Brodnicki have been appointed as directors in the French bank’s New York fixed income team, where they will be responsible for FX, rate and structured products for…

UK issuers unveil inflation-busters

Barclays has reissued its Commodity Select protected investment, targeting UK investors looking for an inflation hedge. The re-issue follows consistent rises in the Consumer Price Index (CPI), the annual inflation of which rose 0.3% between April and May…

S&P launches Overseas China index

Index Provider Standard and Poor’s has launched the S&P Overseas China 10 Index, which is designed to provide exposure to 10 Chinese stocks available to foreign investors only through overseas listings. The index will be used as a basis for investable…

Numerix opens Hong Kong office

Pricing and risk analytics provider Numerix has opened a new regional office in Hong Kong in response to the growing derivative and structured products markets in China. The new operation will be led by Stephen Cheng, vice-president at Numerix, who will…

FTSE offers environmental opportunities

Index Provider FTSE has launched its Environmental All-Share Index, which is designed to provide broad environmental exposure by including companies which are involved in environmental technologies.

SocGen AM departees form new sales team at Caam

Credit Agricole Asset Management (Caam) has made two new structured products sales appointments within its institutional, corporate and distributors international division. Franck du Plessix has been hired for the new role of head of structured product…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here