Skip to main content

Risk magazine

Derivative Fitch launches beta CFXO model

Derivative Fitch has today released a beta version of its Vector CFXO model for collateralised foreign exchange obligations (CFXOs), aimed at increasing transparency in the market and the understanding of its ratings.

Credit Suisse makes fixed-income hires in Sydney

Credit Suisse has made three new hires to its fixed-income sales and coverage teams in Sydney for its Australian investment banking business, reflecting strong momentum in corporate sales and structured products, says the bank.

S&P backs microfinance CDOs

Standard and Poor’s, which rated the first full capital structure collateralised debt obligation based on microfinance loans in May this year, has released a preliminary ratings framework for microfinance institutions (MFI).

Rabobank closing carry trade CPDO

Rabobank is planning to close a structured foreign exchange product next week that invests in the carry trade while using the leverage mechanism of a constant proportion debt obligation (CPDO).

CBOE launches PutWrite index

The Chicago Board Options Exchange (CBOE) has launched the CBOE S&P 500 PutWrite Index, a new benchmark index based on selling S&P 500 Index (SPX) put options in order to buy short-term US Treasury bills.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here