Infrastructure
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).
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.
Isda AGM Singapore: MAS warns about back-office frailties
Banks must continue to improve their infrastructure for the settlement of derivatives trades to keep pace with developments in the front office, said speakers at the International Swaps and Derivatives Association’s annual general meeting in Singapore…
Isda AGM Singapore: Dana CDS index protocol published
The International Swaps and Derivatives Association has published a protocol solution to facilitate the settlement of credit derivatives trades involving Dana Corporation, which filed for bankruptcy on March 3, 2006.
Isda AGM Singapore: Isda launches FpML services
The International Swaps and Derivatives Association will launch financial products markup language (FpML) services to support the use of the business information exchange protocol used to facilitate electronic dealing and processing of privately…
Isda AGM Singapore: Zerzan to head public policy at Isda
Gregory Zerzan, a former US Treasury employee, has joined the International Swaps and Derivatives Association as counsel and head of global public policy.
Isda AGM Singapore: Credit derivatives post-trade processing improves
Credit derivatives backlogs at large firms have decreased from 23.5 days to 16.2 days over the past year, according to the latest post-trade processing survey by the International Swaps and Derivatives Association.
Isda AGM Singapore: Credit derivatives up 39% in H2 2005, says Isda
The notional principal outstanding volume of credit default swaps (CDSs) grew 39% to $17.3 trillion in the second half of 2005, compared with 48% to $12.4 trillion in the first half, according to the International Swaps and Derivatives Association’s year…
Isda AGM Singapore: Membership rises to 700
Over 60 new companies have joined as members of the International Swaps and Derivatives Association over the past year, bringing its membership to 700 firms globally, the association announced at its annual general meeting in Singapore today.
GlobalCoal launches ARA FOB Barge Index, swap product
GlobalCoal has introduced the ARA FOB Barge Index based on their ARA barge contract.
Facing the Four Risks
CIOs must prepare for threats that could spell disaster for their firms, so how can they survive in dangerous waters?
Land of the Setting Exchanges
The Japanese exchanges have not had a happy New Year. Can they regain trust after a series of mishaps?
CDS IndexCo and Markit launch synthetic US CMBS index
CDS IndexCo and Markit have launched CMBX, a range of synthetic credit default swap (CDS) indexes of US commercial mortgage-backed securities (CMBS), which will trade from today.
Tullett to publish property derivatives prices online through Propex
Tullett Prebon Information has teamed up with Propex to publish pricing information on its property derivatives products.
Corrigan: progress made on credit derivatives, more work to be done
Speaking after a symposium organised by the Counterparty Risk Management Policy Group II (CRMPG II) yesterday in New York, Gerald Corrigan, a New York-based co-chairman of Goldman Sachs's firm-wide risk committee and chairman of the industry group, said…
Automatic gear shift
technology
Mutually beneficial: Luxembourg's background gives it a hedge start
special report: luxembourg
London firm reveals its capital ideas
London & Capital has never shied away from launching products the market wants. Magnus Olsson, head of funds at the London firm explained to David Walker the thinking behind the company's European fund of hedge funds, which won Hedge Funds Review's…
Hedge funds' dynamic exposures to risk factors
academic paper
A house still divided?
sec regulation
Uncle Sam is watching You
litigation
In a different class
Market view
Opting for LDI
Liability-driven investment
An end to smoothing
Accounting