Credit markets
Appetite for equity
Japan
Problemi di correlazione
Rischi nel portafoglio retail
A caccia di nuove attivita
Cartolarizzazioni
Strategie di trading sulla pendenza
DERIVATI CREDITIZI
Alla ricerca del trasferimento del rischio
Assicurazioni
Vexed by variance
Variance swaps
Into the tempest
Natural catastrophe risk models suggest that insurers are significantly under-capitalised. Firms are tapping the capital markets for billions of dollars in additional reinsurance capacity, but it may not be enough to avoid damaging rating downgrades…
Fitch acquires Reoch Credit
Fitch has today announced the acquisition of London-based credit derivatives analytics firm Reoch Credit as part of its drive to provide market risk assessment services for the synthetic collateralised debt obligation (CDO) market.
JP Morgan launches tradable iTraxx total return swaps
JP Morgan has today launched tradable iTraxx total return swaps (TRS) that will enable investors to have both long and short exposure risk in the European credit derivatives market.
CreditTrade and Creditex join forces
London-based interdealer broker CreditTrade and New York-based credit derivatives electronic trading platform Creditex have announced they will merge to form a single company to offer voice and electronic execution services in the fast-growing credit…