Credit risk
CDS: Spreads widen; eyeing Treasury yields
Credit default swap 5-year mid-levels for structured products issuers (June 10)
CDS: Spreads narrow on renewed risk appetite
Credit default swap 5-year mid-levels for structured products issuers (June 10)
CDS: Spreads narrow on improved sentiment
Credit default swap 5-year mid-levels for structured products issuers (June 9)
Industry opposes mandatory clearing
Compulsory central clearing is not a one-stop solution to the problems of the derivatives markets, and could end up crippling the industry, warned speakers at an industry event in London on Tuesday.
CDS: Spreads tighten on better-than-expected US jobs data
Credit default swap 5-year mid-levels for structured products issuers (June 5)
CDS: Spreads widen on rate hike fears
Credit default swap 5-year mid-levels for structured products issuers (June 8)
CDS: Spreads widen for second day
Credit default swap 5-year mid-levels for structured products issuers (June 4)
CDS: Tighten sharply on positive economic data
Credit default swap 5-year mid-levels for structured products issuers (June 2)
OMG commits to new clearing and reporting targets
The Operations Management Group (OMG) on June 2 outlined its latest targets to improve the operational infrastructure of the over-the-counter derivatives industry.
Credit market won't be fazed by GM bankruptcy, say analysts
Despite its size, the largest industrial bankruptcy in US corporate history is unlikely to have much of an effect on the credit derivatives markets, suggest analysts.
CDS: Tighten as recession fears recede
Credit default swap 5-year mid-levels for structured products issuers (May 29)
CDS: Spreads rally on equities and postive China data
Credit default swap 5-year mid-levels for structured products issuers (June 1)
The shock of the interaction
Banks have long talked of enterprise risk management, but many firms have historically measured risk types separately and aggregated the results. The financial crisis has highlighted that credit and market risk are closely linked. What are the challenges…
Habsburgo at the helm
Family office Habsburgo and Asociados in Mexico builds large, tailor-made portfolios comprised of structured products for its clients. The approach has paid off over the past year as the products have performed better than traditional assets, but while…
Holding counterparty risk at arm’s length
Exchange-traded funds have been as exposed to talk of counterparty risk as the next structured product, although the risk is lower. Under the European Union's Undertakings for Collective Investment in Transferable Securities III regulations, ETFs are…
The trace race
The concept of traceability has been a great success in the food industry. Would its adoption by the structured products industry be the quickest way to restore confidence in European markets and help a shattered banking sector? Participants at last…
The push to CCP
Feature
Counterparty maze
Regulators in the US and Europe are evaluating the concept of a central trade repository for over-the-counter derivatives as a means of increasing transparency and allowing better detection of systemic weaknesses. But will they be able to overcome the…
LCH.Clearnet to offer SwapClear to the buy side
London-based clearing house LCH.Clearnet discusses with Risk its plans to make the SwapClear over-the-counter interest rate swaps clearing platform available to buy-side clients in the fourth quarter of this year.