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Sidenius joins JP Morgan credit modelling team

Jakob Sidenius has joined JP Morgan Chase in London as senior vice-president in credit quantitative research. Sidenius, who has written a number of technical papers on the pricing of collaterised debt obligations (See: All your hedges in one basket ),…

Top dealers slash equity exposures in Q2

The majority of the world’s largest market risk-takers slashed their equity market exposures during the second quarter of 2006, as they responded forcefully to sharp spikes in equity volatility in late May and early June.

Chinese regulator rotates senior managers

The China Securities Regulatory Commission (CSRC) has made several new senior appointments within local futures exchanges, including the soon-to-start China Financial Futures Exchange.

Man launches HK retail fund

Hedge fund provider Man Investments has launched a principal-protected futures and options fund authorised by the Hong Kong Securities & Futures Commission and aimed at retail investors.

Moore Capital hires Schachter as head of risk management

Moore Capital has hired Barry Schachter as its director of quantitative resources, according to parties familiar with the hire. Schachter, who joined the US hedge fund in mid-June, will head its risk management, trade group analysis and financial…

First non-deliverable RMB rate swap traded

HSBC and Standard Chartered Bank have traded what they believe to be the first renminbi (RMB) non-deliverable interest rate swap transaction. The RMB100 million ($12.5 million) transaction has a three-year tenor and involves Standard Chartered paying a…

Citi rebuilds Asia commodities team

Citigroup has made several hires to its commodities team in Singapore. The US bank has been looking to build up the division since the departure to Merrill Lynch in April 2005 of commodities head Mark Long and most of his team.

Cathay Pacific rides out high fuel costs

Cathay Pacific’s net fuel expenses rose by only 12.2% to HK$5.89 billion ($757 million) in the first half of 2006, compared with the same period last year, thanks to a stronger fuel hedging position. This was despite a 28.5% increase in the “average into…

DeAM appoints global head of alternative investments

Deutsche Asset Management (DeAM) has appointed Charles Leitner as global head of alternative investments. Leitner, who starts on September 1, will be responsible for all DeAM’s alternatives asset classes, which include real estate, infrastructure and…

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