Structured products
High-yield survival
Profile
Marconi marking time
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Gaining an edge from Basel
Sponsored article
Russian intrigue
Gazprom
RWE
News
STP rate set to rise in Europe
TECHNOLOGY NEWS
Basle regulators hope for SMEsolution by mid-June
BASLE II UPDATE
East European banks could pay Basle II dividend
BASLE II UPDATE
Regulators plan trio of Basle II papers for October
BASLE II UPDATE
UK central banker warns against half-baked contingency plans
DISASTER RECOVERY
Isda gives trial recommendation to FpML
TECHNOLOGY NEWS
Losses and lawsuits
LOSS DATABASE
A fixed approach
Fixed Income Securities, second edition, by Frank J Fabozzi John Wiley & Sons 464 pages, $79.95 ISBN 0-471-21830-8 ISBN 981-02-4283-7 (paperback)
Opinion: Credit derivatives – don’t disable the concept
Standardising the credit derivatives market could paralyse it, argues Ralf Lierow, director of portfolio management, Europe, equipment and sales financing, Siemens Financial Services
Swiss Re executes $40 million catastrophe risk CDO
Swiss Re Capital Markets Corporation (SRCMC) has executed what is believed to be the first ever synthetic CDO based on natural catastrophe risks. The underlying risk exposures were accessed through industry loss warranties (ILWs), for which Judith…
The future for Basel II
With Basel II delayed yet again, will revisions to the capital Accord happen at all? David Rowe says Basel I is the best argument for persevering, but any revisions must address regulatory arbitrage problems and take greater account of the full range of…
The opportunist
In Barclays Capital, Bob Diamond has created a business that can compete with the global bulge bracket