Credit markets
Exchanging places
Exchanges
Basel II unlikely to reduce securitization of corporate exposures according to S&P
A new Standard & Poor’s report ‘Assessment Of The Basel II Framework: Incentive To Securitize Corporate Exposures Remains’ has found that the introduction of Basel II is unlikely to translate into reduced securitization of corporate exposures.
FSA starts monitoring banks’ management of collateral
The Financial Services Authority (FSA) has started investigating how large investment banks manage their collateral, fearing they may not be ready for a sudden market downturn.
A View on 2007: By Unicredit’s Ferdinando Samaria
What will 2007 hold for structured products marketers? Structured Products invited Dr. Ferdinando Samaria, Unicredit's global co-head of markets, to provide his thoughts on how the markets may play out next year.
Deutsche Bank plans new credit derivatives company
Deutsche Bank and Axa Investment Managers are setting up NewLands Financial, a Bermuda-based company that will start offering credit derivative products in February next year.
FSA starts monitoring banks’ management of collateral
The Financial Services Authority (FSA) has started investigating how large investment banks manage their collateral, fearing they may not be ready for a sudden market downturn.
GFI: Motoring, telecom and financials are most active CDS
The motor industry, fixed-line communications and financial services were all heavily traded in the credit default swaps (CDS) market in November, according to New York-based interdealer broker GFI.
Multi-strategy: the flexible alternative
multi-strategy roundtable
Over the wall
Compliance
Lessons learnt
This year was one of unprecedented volatility for energy markets, yet it also marked a step-change in market maturity. Energy Risk asked some key players what they see as the defining events of 2006 and how they will affect behaviour in 2007. By Stella…
iTraxx launches leveraged loan cds indices
The two new indices, LevX Senior and LevX Subordinated, which began trading at the start of November, are referenced to a basket of 35 European leveraged loans