Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Energy & Commodity Rankings
Energy : Leader of the pack Metals : UBS takes top metals spot
CESR calls for evidence
The Committee of European Supervisors (CESR) has published a call for evidence on non-equities markets transparency.
S&P buys Goldman Sachs Commodity Index
Standard & Poor's has acquired the Goldman Sachs Commodity Index (GSCI) as well as two equity indexes. The GSCI is widely considered the benchmark for commodity indexes and serves as the underlying for many structured products. It will be renamed the S&P…
DJ expands EU dividend index
Dow Jones has expanded its European Select Dividend Index Series to include the enlarged European Union (EU). The Dow Jones Stoxx EU Enlarged Select Dividend 15 Index is the first index that measures the performance of high-dividend yielding stocks in…
Goldman Sachs signs MOU with NCB
US investment bank Goldman Sachs has signed a memorandum of understanding (MOU) with the National Commercial Bank of Saudi Arabia (NCB) to pursue "a broad strategic relationship", according to documents obtained by SP Extra . NCB is a distributor of…
Deutsche Börse and BNP Paribas like luxury
French investment bank BNP Paribas and index provider Deutsche Börse have launched the World Luxury Index. The index is calculated by Deutsche Börse for BNP as a customised index.
CESR out with CPs on Mifid Best Execution and Transaction Reporting
CESR has published its long awaited guidance on Mifid best execution and transaction reporting.
Canada’s Connor, Clark & Lunn offers fund-linked notes
Canada’s Connor, Clark & Lunn Capital Markets (CC&L) has launched the CC&L Tax-Efficient Notes (TEN). The BMO CC&L Bond Deposit Notes Series 1, issued by Bank of Montreal, is the first offering of TEN and is linked to the CC&L Core Plus Bond Fund.
Amex lists Merrill Lynch notes
The American Stock Exchange (Amex) yesterday began trading Merrill Lynch’s Accelerated Return Notes Linked to S&P 500 Index.
Barclays looks East
Barclays has launched a new product linked to the performance of the Eastern European equity market. The five year deposit gains exposure to the market through the CECEEUR Index.
A View on 2007: By Interwoven’s Jos Stoop
What will 2007 hold for structured products? In the final part of our series of thoughts on the subject we invited Jos Stoop, general manager of financial services solutions, at US risk technology firm Interwoven, to provide his predicitions. Look out…
Playing hardball
Exchanges
Underlying concerns
Exchange-traded Funds
A new twist
CPDOs
Wait and CDO
Profile
Top of the league
Energy and Commodity Rankings 2007: Energy
Going for gold
Energy and Commodity Rankings 2007: Metals
Aktie-Ansvar's Swedish structure
Profiles
CS indicative market data
Data by Credit Suiss
Falling on deaf ears
Cover story
The technology gurus
Corporate statement
Behind Solent's towering success
Solent Capital Partners has won plaudits - and investors - for managing collateralised debt obligations, and also for its credit-based hedge fund product, reports Solomon Teague
Floating in a northerly direction...
As Polar Capital heads towards an admission to London's AIM market, its CEO Mark Kary explains to David Walker its plans, and how it has kept its entrepreneurial culture despite surpassing $3bn in assets