Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Bear Stearns creates co-head of equities roles
Bear Stearns has made Nicolo Brandolini d'Adda and Vincent Van Pelt London-based co-heads of equities in Europe, encompassing cash equities, structured equities and prime brokerage.
Lyxor launches HSCEI Index-linked guaranteed fund in Hong Kong
Lyxor Asset Management, a subsidiary of French bank SG, has launched the Lyxor Absolute China Guaranteed Fund. The 100% capital guaranteed fund’s performance is linked to the absolute performance of the Hang Seng China Enterprises Index (HSCEI). The…
ABN Amro hires leading marketers for New York
ABN Amro’s US efforts were turbocharged overnight this week firm announced it had brought in Incapital’s Charlie O’Flaherty and Brian Jones to co-head the New York-based structured products desk.
Rabobank hires global head of structuring
Rabobank has hired Alan Shaffran as its global head of structuring within its Global Financial Markets business.
BancWare Gets Support for Sox
NEW YORK—SunGard last week released an updated version of its BancWare risk management platform that is intended to help comply with sections of the U.S. Sarbanes-Oxley Act (Sox).
BIS: debt now bigger problem than inflation
4 October - The main structural threat to global economic growth is no longer runaway inflation, but a slower rebalancing of excess debt, according to a working paper released by the Bank for International Settlements (BIS).
Nine Banks Organize to Build Mifid Utility
LONDON—Nine global securities firms have gone public with plans to create a trade data and market data dissemination platform to take advantage of the EU’s Markets in Financial Instruments Directive (Mifid) market structure reforms.
Rising interest rates undermine retail notes in Hong Kong, says SFC
Rising interest rates may have dampened investors' appetite for retail structured notes, causing the market to shrink, according to a report by Hong Kong’s Securities & Futures Commission (SFC), the territory’s securities industry watchdog.
Global launches GCC Islamic Index
Kuwait-based investment company Global Investment House has launched what it claims to be the first GCC Islamic Index for the region. The new index is part of Global’s series of indexes, which track the performance of sharia-compliant companies in the…
Saxon Financial launches fund-linked PPN in Canada
Investment fund manager Saxon Financial has launched a principal protected note (PPN) in Canada. The Bank of Montreal Saxon Balanced Protected Deposit Notes, linked to the performance of the Saxon Balanced Fund, offer up to 200% of the potential returns…
Confusion reigns in spain over securitisation rules
A three-pronged law change passed at the back end of 2005 was meant to open up Spain's securitisation market but new issuance has not been forthcoming. Hardeep Dhillon reports on what's blocking the pipeline
Peter Bentley
Pimco's senior corporate bond manager gives an insight into the factors that affect the investment decisions of the world's largest fixed-income asset manager. Interview by Hardeep Dhillon
Greenspan's conundrum
Market graphic
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Christopher Davenport of Citigroup's convertible bonds group in London explains the basics of convertible bonds
High yield
Secondary market liquidity
GUS bondholders demand improved deal
The impasse that has followed bondholders' rejection of GUS's offer to repay its outstanding £350m bond at par hinges on whether the retailer has technically defaulted on the deal terms
The EDS dustbin
As the market talks up CDS of ABS and loan CDS as the next big things, StreetCred warns readers not to forget the fate of equity default swaps