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Foreign exchange

Derivative Fitch launches beta CFXO model

Derivative Fitch has today released a beta version of its Vector CFXO model for collateralised foreign exchange obligations (CFXOs), aimed at increasing transparency in the market and the understanding of its ratings.

Structured Credit Suisse Move

Credit Suisse has announced three hires in its fixed income and coverage teams for the investment banking business in Australia.

In the shadows

Booming over-the-counter derivatives markets may be generating huge revenues for dealers, but they are also casting a worrying shadow over trading book profits in the form of counterparty credit risk. Are contingent credit default swaps the answer?

New world order

Eurex announced in April it will acquire the International Securities Exchange for approximately $2.8 billion. This follows the finalisation of the merger between NYSE Group and Euronext in April. How are regulators responding to the cross-border…

Iberdrola and Endesa hold first power auction

Utilities Iberdrola and Endesa have held Spain’s first power auction, awarding a total volume of 1.45 terawatt hours (TWh). This auction represents the fruits of efforts by the two Spanish utilities to develop a competitive Spanish power market and…

Research points to Basel technology split

Chartis, a research company specialising in risk technology, has found that the top banks in North America and Europe are “leveraging their investment in risk technology to produce integrated risk and finance capabilities”.

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