Infrastructure
CFTC closes ‘London loophole’
The Commodity Futures Trading Commission (CFTC) has moved to impose US position limits and hedge exemption requirements on US customers trading WTI crude oil on London-based ICE Futures Europe.
Merrill, UBS and SG score highest in Thomson Reuters Extel survey
Merrill Lynch, SG and UBS scored best in the Derivatives and Convertible for Europe conducted by Thomson Extel for the year before June 2008. The leading pan-European brokerage firm for equity and equity-linked research was UBS, followed by Merrill, with…
ABN upbeat on US dollar
ABN Amro has launched two capital protected notes in Germany which are designed to provide exposure to the appreciation of the US dollar against the euro. The notes are targeted at investors anticipating a move towards a sustainable US base interest rate…
TechHackers launches structured products suite
Technology vendor TechHackers in New York has launched a Structured Products Suite to its @nalyst Excel Spreadsheet Add-Ins. The vendor is a subsidiary of fixed income electronic trading platform and software provider BondDesk.
And the winner is...
The annual Energy Risk Awards honour the outstanding talent at the heart of the energy risk management industry. Find out the who’s won and why...
Analysts see oil prices topping around $145/bbl
After rising an unprecedented $11 a barrel on Friday to reach a record high of $139.12/bbl, New York crude futures were seen to consolidate before rising again. However some analysts believe a cap on prices exists around the $145/bbl level
Stoxx to launch dividend points calculation product
Stoxx will launch the Dow Jones euro stoxx 50 DVP (Dividend Points), its first official calculation product that provides pure dividend data of the DJ euro stoxx 50 index, on June 16.
Coal’s Asian dawn
Asia-Pacific coal prices are at record highs, yet coal spot and forward markets in the region are a long way behind those of other energy markets. Anthony Collins of ASX looks at the evolution and potential of Asia-Pacific coal markets
TCF checklist released in reaction to crisis
Daily news headlines
Credit funds seek flexibility and sustainability from IT solutions
Innovative software solutions for credit strategies are a challenge. IT companies offer a plethora of solutions for an environment that lacks standardisation and needs a high degree of automation. Jamie Wynn-Williams reports
A tough year
Institutional Investor Rankings 2008
Oil and water do mix
Profile
Utilities seek new credit structures
As US utilities bail out of the auction market, they are turning to enhanced credit structures to refinance bond issues. Catherine Lacoursiere reports
The good, the bad and the ugly
Last month saw US asset manager Pimco triple its holding of mortgage debt, UBS sell subprime loan positions worth $22 billion to a new fund managed by BlackRock, and HBOS get the first residential mortgage-backed securitisation issue in nearly a year off…
Show me the money
Default Modelling
Prime suspect
Knowing the exact quality of the loans in a securitisation pool is key if investor appetite for mortgage securities is to return. Chris Ames, an asset-backed portfolio manager at Schroders, discusses what's prime, what's not, and what has to happen for…
Solid as a rock
Distressed Debt
Through the looking glass
ABS Valuations
The great property price panacea
Property Derivatives
Internal affairs
Operating models
Vicious circles
Risk Management
Q&A: Laurent Paulhac & Robin Ross
After the Chicago Mercatile Exchange's recent acquisition of market data provider CMA, Laurent Paulhac of CMA and Robin Ross of CME Group talk about how the CDS market may change in the aftermath of the credit crisis