BNP Paribas
Dealers predict CVA-CDS loop will create sovereign volatility
A recipe for disaster?
FX Invest Middle East: Volatility is tough and unsustainable, say managers
Delegates at FX Invest conference in Dubai discuss Japanese intervention, the value of emerging market currencies and their outlook on volatility
Credit Derivatives House of the Year: BNP Paribas
Asia Risk Awards 2011
On the move
On the move
Gap Consultares overcomes Uruguay's capital market constraints
Capital constraints
Energy Broker of the Year, Asia: BNP Paribas Commodity Futures
Energy Broker of the Year, Asia: BNP Paribas Commodity Futures
Dealers tout dividends despite slide
The recent collapse in the value of dividends is a reminder of painful 2008 losses for dealers – but the industry says long positions will make money in any scenario short of catastrophe. Mark Pengelly reports
Sovereign debt crisis undermines LCR, critics say
Bankers at Eurofi conference in Wroclaw, Poland call for a wider range of assets to be eligible for Basel III's liquidity coverage ratio
SG and Crédit Agricole CDS spreads tighten despite downgrade
Traders say decision by Moody’s was already priced in as major French banks escape CDS blow out
ICB capital levels would hurt UK banks, critics say
Report recommends a worst-case capital level of 22.5% for large ring-fenced retail banks and UK-headquartered systemically-important banks
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
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
People: Citi ramps up listed and OTC clearing
Citi ramps up listed and over-the-counter clearing
An innovative barrier
An innovative barrier
BNPP recruits Goodwin to head corporate sales in New York
Deron Goodwin’s appointment from RBS comes weeks after the departure of Clive Banks and John Chase in London
Market volatility sees potential payouts rise and interest in gold and volatility ETNs intensify
Market volatility sees potential payouts rise and interest in gold and volatility ETNs intensify
Global Custody Survey 2011
Global Custody Survey 2011
Banks departs BNP Paribas
BNPP's global head of forex and local market sales left the bank last week and is expected to leave the industry altogether after 24 years
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
Dow Jones adds contango-reducing strategy to its index suite
Dow Jones adds contango-reducing strategy to its index suite
Rumours drive Société Générale CDS wider for second straight day
CDS spreads on SocGen continue to rise - with no obvious driving force - while share prices of the three major French banks fall
European debt twilight zone claims Société Générale
Markets turn against French banks in general - and SG in particular - on a day short on solid news and long on rumours
Basel III charge could spur interest in CCDS
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants