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FSA provides overview of approach to CRD

The FSA presented an overview of the authority’s approach to the Capital Requirements Directive (CRD) at its CRD implementation conference. Hector Sants, managing director of wholesale and institutional markets, highlighted the biggest developments in…

PROFILE: Merrill Lynch and FIS bridge the retail gap

The US distribution channels for structured products are undergoing a transformation. Investment banks are now offering their products to the external securities brokers and dealers. And Following the partnership between JP Morgan and Fidelity earlier…

The right tool for the job

The use of derivatives and structured products in mutual funds is on the increase, especially since the liberalisation of the UK's authorised collective investment scheme and the introduction of Ucits III. But is the asset management industry equipped to…

Amex set for demutualisation

The American Stock Exchange (Amex) today said its Board of Governors has approved a course of action that would begin the process to convert the exchange from a not-for-profit corporation into a for-profit corporation - the initial step in the process of…

Seeking risk transfer

In response to regulatory pressures, European insurers are boosting their efforts to transfer risk to the capital markets. Increasingly, insurance firms are using securitisation as part of their capital management strategies. Rachel Wolcott looks at the…

More clarity offered on Mifid

The European Union has published draft implementation rules on its Markets in Financial Instruments Directive (Mifid), giving Europe's financial institutions greater clarity on how to comply with the directive. But some bankers have criticised the…

GFH and QIB to launch investment bank in Qatar

Bahrain-based Gulf Finance House (GFH) and Qatar Islamic Bank (QIB) are to launch Qatar’s first dedicated Islamic investment bank. A formal application for authorisation and a license was submitted last month to the Qatar Financial Centre Regulatory…

Goldman Sachs offers commodity-linked certificates

Goldman Sachs has launched two six-year certificates that are linked to an equally weighted basket of the GSCI Agriculture Excess Return Index and the GSCI Livestock Excess Return Index. Both products are listed on the London Stock Exchange (LSE).

Allen & Overy reorganises in Asia

Law firm Allen & Overy has further broadened its derivatives and structured finance group in Hong Kong and China with partners Paul Cluley and Joseph Tse and associates Fion Ha, Karen Lee and Joanna Chan.

RBC launches Hedge 250 Index

RBC’s Alternative Assets Group, a business unit of RBC Capital Markets, has launched the RBC Hedge 250 Index. The RBC Hedge 250 Index is comprised of 250 individual funds – which is up to six times greater than the number of funds referenced by other…

MiFID Level 2 text on the table

BRUSSELS – In early February, the European Commission tabled formal draft proposals for the Markets in Financial Instruments Directive (MiFID) Level 2 text, detailing new trade reporting and transparency requirements for securities industry participants.

The fat tail

Minh-Tri Nguyen and Martin Ottmann aim to quantify op risk with multi-stage curve fitting and extreme value theory applied with the loss distribution approach

FSA publishes second CRD paper

LONDON – The UK Financial Services Authority indicates its intention to implement both the qualitative and quantitative aspects of the Basel II framework robustly in its new consultation paper on the Capital Requirements Directive , published in late…

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