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Portfolio Construction and Management
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Articles by Risk Staff
FOA launches UK power market initiative
The Futures and Options Association (FOA) has launched an initiative that aims to introduce a new design for wholesale UK power markets.
Cannon appointed
Matthew Cannon has been appointed head of Structured Credit Products, Asia-Pacific for HSBC. Cannon moves from the bank’s European offices, where he was responsible for marketing structured credit products in that region. Cannon’s appointment marks an…
Perry for Prytania
Malcolm Perry has been appointed chief executive office of Prytania Holdings, the structured finance funds management and software specialist, Perry will be an executive director on the Committee of Prytania Holdings, head of the Executive Committee and…
Governance, Risk & Compliance
OpRisk & Compliance magazine is conducting its monthly survey on key issues within risk management and compliance. This month's topic is Governance, Risk & Compliance.
UBS hires equity derivatives sales from RBC
UBS in Canada has hired Allan Maclean-Howard as head of Canada equity derivatives sales. Maclean-Howard is based in Toronto and will be responsible for marketing all global equity underlying structured products to Canadian clients as well as promoting…
Boston Fed regulation chief promoted
Eric Rosengren is the new president and chief executive of the Federal Reserve Bank of Boston.
Arc Capital and Income Launches Bull and Bear Tracker Plan 2
UK-based distributor Arc Capital and Income, the new structured product division of Arc Fund Management Holdings, has launched a second version of its Bear and Bull Tracker, dubbed Bull and Bear Tracker Plan 2.
HSBC links to S&P CTI
HSBC has launched a range of investment products linked to the Standard & Poor’s Commodity Trends Indicator (S&P CTI), an index that delivers long and short exposure to commodity markets. The products, available to both institutional and retail…
Ventyx acquires Global Energy Decisions
Ventyx, a service delivery management solution provider, today announced that it has acquired Global Energy Decisions, a provider of integrated software, data and advisory services to the utility industry, from private equity firm Quadrangle Group.
Citi and CIMB debut Malaysian CDS
Citi and Malaysia’s CIMB have conducted the first interbank credit default swap (CDS) denominated in Malaysian ringgit.
S&P to calculate bank risk capital
Credit rating agency Standard & Poor’s (S&P) is said to be planning to evaluate the risk capital set aside by banks from January 1, 2008.
DIB offers sharia-compliant note linked to fund of hedge funds
Dubai Islamic Bank (DIB) has launched a five-year capital protected note issued by Deutsche Bank. The note, linked to the DB-GSAM ALPS Index, tracks the performance of a customised fund of hedge funds managed by Goldman Sachs Asset Management.
JP Morgan and Deutsche Börse to launch Next-11 index
JP Morgan says it is working with Deutsche Börse to develop an index comprised of equities from seven out of the eleven countries that are generally considered to be the next promising emerging markets. The DAXglobal Next-11 Index will be offered…
BNP Paribas launches capital protected fund linked to agricultural index
BNP Paribas has launched a capital protected fund linked to the DCI Agriculture BNP Paribas. The BNP Paribas Agrinvest fund is 100% capital protected at maturity and provides a 130% exposure to the positive performance of the DCI Agriculture BNP Paribas…
ECX and ICE launch CER futures contract
The European Climate Exchange (ECX) and ICE Futures today announced the launch of CER (certified emissions reduction) futures and options contracts, subject to regulatory approval.
Lehman's Thorkelsson relocates to Asia
Sigurbjorn Thorkelsson, previously head of European equity derivatives and convertibles for Lehman Brothers, is relocating to Asia to head the US investment bank's equity franchise in the region.
Macquarie and Nomura form commodity alliance
Macquarie Bank and Nomura Securities, a Japanese securities and investment banking company, have agreed to establish a business alliance in commodity derivatives, which will provide commodity derivative and commodity-based investor products to customers…
Desjardins offers natural resource diversity
Desjardins Group, the Canadian cooperative financial group with more than $135 billion of assets under management (as at December 31, 2006), will launch the Natural Resource Guaranteed Investment (NRGI) on June 11.
Misys looks to Latin America
Misys, the risk technology company, has created three new senior positions in its Treasury & Capital Markets business in the Americas, charged with making a drive into the Latin American market and creating a services and consulting business.
Bear Stearns launches German certificates platform
US investment bank Bear Stearns International has launched a retail certificates platform, dubbed Best Markets, for the German market.
FSA grants CME right to provide clearing in UK
The UK’s Financial Services Authority (FSA) has granted the Chicago Mercantile Exchange (CME) the status of a recognised overseas clearing house (ROCH), enabling the exchange to provide global clearing services to market participants in the UK.
Nymex to join ConfirmHub
Nymex Holdings has executed a letter of intent to join other market players in support of the ConfirmHub standard, which allows energy traders and back offices to receive their Nymex brokered and bilateral over-the-counter cleared trades, as well as…