Credit markets
Spain near to finalising CDS rules
New angles
Low volatility stymies OTC growth
New angles
New frontier for synthetics
Leveraged loans
Home equity loan CDS surges
New angles
The future face of financing
Hedge funds
Spotlight on risk
Profile
Calls for UK hedge fund regulation lose fizz
New angles
The great divide
Cover Story
Calyon and ANZ launch Australian credit CPPI notes
Calyon and ANZ have launched what they say are the first credit constant proportion portfolio insurance (CPPI) notes for the Australian market. They are called Credit Sail and offer 100% principal protection.
ABN Amro offers record €22bn securitisation to ease balance sheet
ABN Amro has launched a €22 billion securitisation, made up of mortgage-backed notes and credit default swaps (CDS).
Icap looks to credit and energy growth for future profits
London-based inter-dealer broker Icap announced strong growth in revenues and profits yesterday, and predicted that future growth would be fastest in credit and energy derivatives.
A Cleaner Act for Credit Derivatives
As credit volumes have increased, firms must grapple with price transparency and operational risk.
Looking to the future
Sweden's life insurance companies and occupational pension plans will radically change the way they discount their liabilities and stress test their portfolios under new rules being drafted by the country's top financial regulator.
Mixed signals for derivatives
New solvency regulations in Sweden will force life insurers and occupational pension funds to mark their liabilities to market and stress test their positions under a new 'traffic light' regime. While the final result is unclear, the new rules look set…
Sponsor's article> SunGard Acquires ERisk Holdings, Inc. to offer Enhanced Economic Capital Management
BOSTON, MA – November 14, 2005– SunGard today announced that it has acquired ERisk Holdings, Inc., a leading provider of economic capital management software and risk consulting services to financial institutions. The transaction, the terms of which have…
Market value of investors’ US convertibles plummets 20%
The market value of institutional holdings of US convertible bonds has plunged nearly 20% during the past year, according to research by Greenwich Associates.
Calyon and Axa launch ‘Ocean’ credit CPPI notes
Calyon and Axa Investment Managers (IM) are set to join the slew of financial institutions offering 100% principle-protected notes based on a managed portfolio of synthetic credits.
Capital modelling: Correlations in ESGs
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
Delphi credit event fixing set at auction
An auction to generate cash settlement prices for index credit derivatives referencing defaulted bonds of US-based automotive parts manufacturer Delphi was held today.
ABN Amro and Axa close Synergie credit note
ABN Amro and Axa Investment Managers (Axa IM) have closed a principal-protected long/short credit note called Synergie, which has been sold to institutional investors in Europe, Asia and the Middle East.
BNP launches second Dynamo credit CPPI
BNP Paribas is launching the second series of Dynamo hybrid cash and credit derivative notes, which will again be managed by Crédit Agricole Asset Management (CAAM).
Warming to exotics
Structured products
Mixed signals for derivatives
Solvency reform
