Barclays
ICB report: banks face higher costs, lower ratings
Ring-fence furore
Video: Industry experts clash over whether to publish liquidity ratios
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Barclays launches volatility ETN in Japan
Barclays Bank has listed a volatility exchange-traded note linked to the S&P Vix Short-Term Futures Index on the Tokyo Stock Exchange
New strategic ETNs seek to exploit volatility and mitigate risk
The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
Société Générale CDS spreads recover after shaky start
French banks see further spread widening, before disclosure by Société Générale on its eurozone sovereign exposure prompts a turnaround for that bank
OTC derivatives reform will lead to algo boom, banks predict
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Market snapshot
Market snapshot
Banks turn to dynamic algorithm-based structures to exploit interest rate cycles
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
Index and ETF providers look to alternative weighting to avoid the 'concentrations and trend following bias' of market-cap weighted indexes
Index and ETF providers look to alternative weighting to avoid the 'concentrations and trend following bias' of market-cap weighted indexes
German CDS spreads soar 80% in a month as crisis hits eurozone core
Credit spreads on core eurozone countries climb on market jitters
EBA stress test results shed light on sovereign derivatives exposures
European bank sovereign derivatives exposures revealed
Termination of iPath volatility ETN 'likely to be repeated' in latest version
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions change
Barclays takes its turn to dominate issuance with resource and energy reverse convertibles
Barclays has issued a swathe of reverse convertibles, while HSBC and Wells Gargo are extending tenors on leveraged products.
RBC leads issuance with natural resources reverse convertibles
Natural resources are the chosen underlying for Royal Bank of Canada's latest products, while Barclays has issued one linked to the S&P Bric 40
US structured products show preference for baskets of underlyings
Recent US structured products issuances have contained several products with multiple underlyings and the latest follows suit with basket products from HSBC, Barclays and Morgan Stanley.
Tenors get extended as structurers face poor market conditions
Maturities for US structured products get stretched and Barclays issues a reverse convertible with a high risk rating
On the move
People moves across Asia
Asia Risk institutional derivatives rankings 2011
Asian assets decouple
Bank of America offers digital payout while three issuers compete with leveraged S&P 500 products
Barclays reverse convertibles dominate the latest US structured product offerings, but there is also diversion into digital payouts and leveraged returns
Hearing on Libor class action venue due
US dollar Libor banks could find out details of a class action lawsuit against them as early as August
OpRisk Asia: regional growth could undermine ORM, conference hears
Continuing growth in the Asian market means expansion could override caution in operational risk
Investors should avoid a flight from risky assets, says Barclays Capital
Investors should avoid dumping risky assets despite concerns over slow growth and eurozone debt, according to a BarCap report, as opportunities may arise in equities and credit later this year
Lloyds abandons AMA
Lloyds has abandoned the AMA after trying to combine two models, losing key staff and coming under scrutiny from regulators
British banks ring-fence more than £5 billion for PPI compensation payouts
Banks will not appeal decision of judicial review regarding complaints against them and have set money aside for settlements