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Structured products
Portugal’s first synthetic securitsation on tap
Banco Comercial Portugues (BCP) and Kreditanstalt für Wiederaufbau (KfW) are bringing to market the first synthetic securitisation transaction in Portugal. A portfolio consisting of Portuguese small and medium-size enterprise (SME) loans will be brought…
E-Capital launches ethical CDS index
E-Capital Partners, the Milan-based financial advisory company that specialises in socially responsible investment (SRI), has launched an index for ethical credit default swaps (CDS).
EEX to launch spot carbon contract
German-based electronic exchange European Energy Exchange (EEX) is to launch a spot contract to trade EU carbon emissions allowances in January 2005.
Barclays to issue commodity-backed CDO
Barclays Capital, the investment banking arm of London-based Barclays Bank, is to issue a synthetic collateralised debt obligation (CDO), backed by a series of commodity swaps.
Fannie under fire from Ofheo
Last month, US mortgage agency Fannie Mae came under fire from its regulator – the Office of Federal Housing Enterprise Oversight (Ofheo) – for accounting and operational failures, about a year after sibling mortgage agency Freddie Mac became embroiled…
A solution to counterparty credit risk?
The race is on to find a solution to outstanding issues such as counterparty risk, double default and the treatment of illiquid assets on trading books before Basel II is enshrined in regulation.
Fitch upgrades capacity for CDO default risk tool
Fitch Ratings has upgraded its Default Vector model, which evaluates default risk in collateralised debt obligation (CDO) portfolios.
A catastrophe waiting to happen?
As climate change and geopolitical uncertainty ratchet up the risk of a single, catastrophic event, insurers are turning to catastrophe bonds to offset that risk.
The day of the hybrids
Hybrid structures
Hunt for returns brings product innovation
Structured finance
A long look at the short end
Maturities
Hedge funds solve the risk culture puzzle
As recent reverses amply demonstrate, risks beyond investment risk can cause even the most sophisticated hedge funds to take a battering. Navroz Patel finds out about leading managers' greatest fears, and how they are tackling thorny issues such as…
Missing links
Oil
A popular punt
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