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Infrastructure

Highlights from the e-symposium

Yesterday’s e-symposium featured presentations from around the world on the state of Basel II implementation and outstanding issues. Following is a synopsis of what our speakers had to say.

GFI to acquire most of Amerex in US

GFI, the New York-based interdealer broker, has announced it will acquire the bulk of Amerex Energy’s North American operations. The deal, worth $86 million, is due to be completed before the end of October.

L Sankar, Jure Skarabot

Citigroup credit derivatives specialists explain why the Gaussian copula model, despite its flaws, is still the market standard for analysing correlation

Credit derivatives: the next generation

Now that credit default swaps and other credit derivatives are moving into the mainstream of financial trading, a new range of products and structures are being developed using synthetic techniques. Calyon's Loic Fery and Ally Chow review some of these…

Thomas Huertas

The director of the wholesale firms division and banking sector leader at the Financial Services Authority in London outlines the progress made in resolving the operational problems in credit derivatives processing. Interview by Nikki Marmery

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