Structured products
Merrill to settle forex trades via Citi
New angles
RiskNews review
RiskNews review
Technology briefs
Systems
Algorithmic trading’s next frontier
Equity options
Job moves
People
Derivatives disclosure calls mount
Cover story
Turning up the heat
Japanese banks
Putting on the brakes
South Korea
Beware the ides of March
Comment
Korea opens retail market
New angles
Taiwan ABS market off to a quick start
New angles
S&P and RDB launch SME CreditModel in Japan
Standard and Poor's (S&P) Risk Solutions and the Risk Data Bank of Japan (RDB), a credit risk data provider, have launched a new advanced default probability model that assesses the creditworthiness of small and medium-sized (SME) Japanese enterprises.
S&P and RDB launch SME CreditModel in Japan
Standard and Poor’s (S&P) Risk Solutions and the Risk Data Bank of Japan (RDB), a credit risk data provider, have launched a new advanced default probability model that assesses the creditworthiness of small and medium-sized (SME) Japanese enterprises.
State Street expands foreign exchange options capability
Boston-headquartered State Street plans to expand its foreign exchange options business to better serve the needs of its clients, naming Hank Lynch as head of global foreign exchange options – a newly created position.
BIS report highlights asset managers’ role in inefficient markets
The structure of incentive schemes may limit the ability or willingness of institutional asset managers to act as a natural counterbalance to mispricing, according to the Committee on the Global Financial System (CGFS) – a G-10 central bank forum that…
Fitch Risk launches Credit Rating System
CreditVantage, the credit risk management division of Fitch Risk, has launched Credit Rating System (CRS), a suite of credit rating products designed to assist banks in implementing industry best practices in their credit analysis and capital allocation…
No change to retail hedge fund regulations, says FSA
The Financial Services Authority (FSA), the main UK financial services regulator, has said it will not change regulations relating to the marketing and distribution of hedge funds to retail investors in the UK.
Martin to present on innovations in credit portfolio modelling
Richard Martin, a quantitative analyst in BNP Paribas’ fixed-income group, will present his assessment of new innovations in credit portfolio modelling at Risk Europe on April 9.
UBS Warburg’s Thomas to discuss next generation of CDO products at Risk Europe
UBS Warburg executive director for global credit derivatives, Alberto Thomas, will discuss the future of collateralised debt obligation (CDO) products during his address at Risk Europe on April 9.