Risk magazine
Jade to launch crude palm oil futures
The Joint Asian Derivatives Exchange (Jade), a Singapore-based electronic commodity derivatives exchange, will launch a crude palm oil (CPO) futures contract on June 6.
ISE merges with Eurex
Frankfurt-based Eurex has agreed to pay $2.8 billion in cash, or $67.50 per share, for New York-based International Securities Exchange. Frankfurt-based Deutsche Börse and Zurich-based Swiss Exchange – the two exchanges that jointly operate Eurex – will…
Dresdner hires two new group heads
Dresdner Kleinwort has created a securitised finance and an investor solutions group, and appointed two new business heads to manage them.
Profile - Savvy with synthetics
Credit Risk
Unlocking private equity
Structured Products
Exchange-traded funds - Gaining currency
Structured Products
CPDOs - A true sense of proportion
Structured Products
CDO managers - Do the ends justify the fees?
Credit Risk
GFI: financials, banks and telecoms are most active CDSs
Credit default swaps (CDS) referenced to financial services firms, banks and telecom companies were among the most active in April trading, according to a monthly list produced by GFI, a New York-based interdealer broker.
TriOptima launches portfolio reconciliation service
Stockholm-based software company TriOptima, which produces the triReduce termination service, has launched triResolve, aimed at providing continuous reconciliation of derivatives portfolios.
Deutsche Börse appoints new chief financial officer
Thomas Eichelmann has been appointed Deutsche Börse’s next chief financial officer.
Calibration of CDO tranches with the dynamical GPL model
Consistent calibration of a credit index and its tranches across maturities with a single arbitrage-free model is a difficult problem. Here, Damiano Brigo, Andrea Pallavicini and Roberto Torresetti show that a simple loss dynamics based on the…
Realised volatility and variance: options via swaps
Volatility Options
Micro scope widens
Micro-finance
Tranches of trepidation
Correlation
