Infrastructure
QIS3 results released by Basel Committee
A paper outlining the results of the third quantitative impact study (QIS3) was released by the Basel Committee on Banking Supervision yesterday.
Classical volatility estimator may become unreliable, says Deutsche
Increased levels of intra-day volatility in the US interest rate derivatives market could make traditional approaches to estimating volatility unreliable, according to research by Deutsche Bank.
QIS3 results released by Basel Committee
A paper outlining the results of the third quantitative impact study (QIS3) was released by the Basel Committee on Banking Supervision yesterday.
FMCL launches Asian oil forward curve data
The Forward Market Curve Limited (FMCL) has launched the first module of its ForwardMarketCurve (FMC) product – an all-broker methodology for achieving robust and accurate price discovery in forward commodity markets.
Pitfalls and alternatives
Correlation
A formula for high prices
The US chemical industry is crying foul over spiralling natural gas prices, but there are measures they can take to protect themselves, as Kevin Foster discovers
Speculate away
A new report argues that speculative trading in the crude oil markets contributes far less to volatility than its critics suggest. Kevin Foster looks at the arguments
Tough talk on derivatives
The Commodity Futures Trading Commission and Ferc are getting tough in throwing fines around. Is this a ploy to avoid being lumbered with further over-the-counter regulatory responsibilities? Some market participants certainly think so. By Paul Lyon
Flies in the ointment
Outstanding issues
Bespoke panacea?
Substitution rights
Protecting the investor
Roundtable
NRSRO under fire
News
Bearing the brunt
Finance
Branching out
Basket-linked notes
Steering towards relative value
Credit tech
TI-Olivetti: happily engaged
Credit of the month
Eye of the storm
Catastrophe bonds
Sector roundup
Sectors
No smoke without fire
Tobacco Litigation
Reedie calls it a day
People News
Leading dealers sign up to new CDS matching service
JP Morgan Chase, Deutsche Bank and Morgan Stanley have signed up for a new global credit default swap (CDS) matching service that the Depository Trust & Clearing Corporation (DTCC) plans to launch in June.
Taskforce is key for DBS
IMPLEMENTATION OUTLOOK