Societe Generale
Market volatility may have brought UBS losses to light
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
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
Nordic region sees surge in securitised derivatives and structured product issuance
Market volatility and increased competition in Nordic markets drive trading spike in securitised derivatives and number of structured products
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
Deutsche Bank tops Risk interdealer rankings
Deutsche claims top spot for third year running, with JP Morgan a close second
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
Risk interdealer rankings 2011: Dealers
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche…
All together now: the tech challenges of Sef aggregation
All together now
Turning Points: Craig Breslau, SG CIB's managing director, commodities trading
SG CIB’s Houston-based managing director, commodities trading, Craig Breslau, speaks about his journey through the energy and commodities sector
Commodities House of the Year
Commodities House of the Year
Basel III liquidity rules shaking up the corporate deposit market
Deposit(ive) thinking
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
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
CME delays dollar/renminbi futures due to settlement system issues
The US exchange operator hopes to create a transparent, liquid futures contract for renminbi, offering an alternative to the privately negotiated market. But the launch was delayed due to settlement system problems and some traders believe the exchange…
Global Custody Survey 2011
Global Custody Survey 2011
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
Protected banks welcome new European short-selling bans
Regulators need to protect markets from "rumours and false information" say bans' supporters
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
German CDS spreads soar 80% in a month as crisis hits eurozone core
Credit spreads on core eurozone countries climb on market jitters
Italian investors drawn to commodity baskets to hedge and diversify from bond exposure
Italian investors drawn to commodity baskets to hedge and diversify from bond exposure
Structured credit landscape revives the basics
Credit goes back to basics