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TSE signs deal with NYSE

The Tokyo Stock Exchange (TSE) and the New York Stock Exchange (NYSE) have signed a letter of intent establishing a strategic agreement between the world’s two largest exchanges.

Credit Suisse fills gap left by Bennett

Following Jeremy Bennett’s decision to take a sabbatical from his role as head of structuring, co-head of European fixed income and co-head of emerging markets at Credit Suisse, the bank has moved several other senior staff.

When did the JGB market become efficient?

Focusing on the deviation from the fair-yield curve, Koichi Miyazaki and Satoshi Nomura discuss the transition in efficiency observed in the Japanese government bond market and find out that the turning point was in 1996, when the Japanese repo market…

Shortfall: a tail of two parts

Richard Martin and Dirk Tasche show that the expected shortfall, when used in the conditional independence framework, has an elegant decomposition into systematic (risk-factor-driven) and unsystematic parts. The theory is compared and contrasted with the…

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A mid-level playing field

Many banks across Europe are increasingly peddling derivatives to smaller corporate customers, and Lloyds TSB has been as active as any other, expanding its structuring and marketing teams in the UK to reach these mid-level clients. The Lloyds expansion…

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