Key wins for BP, Engie and Uniper while Macquarie takes the derivatives house of the year award
Plain sailing for Barclays in Italy
Exploring constant maturity asset swaps
Italy in the spotlight
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
A twist in the tail
Damiano Brigo has been hired by London and New York-based rating agency Derivative Fitch, as head of global collateralised debt obligation (CDO) risk modelling.
Lyxor Asset Management, a Paris-based subsidiary of French bank Société Générale, has released a euro-denominated index tracking the performance of the eurozone government bond market.