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Algorithmics and Citigroup in credit risk partnership

Algorithmics, a Toronto-based specialist in enterprise risk management, has entered into a strategic alliance with global banking giant Citigroup to deliver a global suite of credit risk models. The models will provide credit risk and default analytics…

BarCap extends Barx to variance swaps

Barclays Capital has extended Barx, its electronic single-dealer trading platform, to cover variance swaps. The service will enable Barclays’ customers to trade variance swaps on a variety of equity indexes through their Bloomberg terminals.

Standard Chartered bolsters Asian forex team

Standard Chartered has hired Fu Qing from ABN Amro to head its foreign exchange trading business in Shanghai. Fu, who started with Standard Chartered on January 4, had previously worked for ABN Amro in Shanghai, where he was assistant vice-president of…

DrKW electronic drive sparks personnel moves

Dresdner Kleinwort Wasserstein (DrKW), the investment arm of Germany’s Dresdner Bank, plans to further separate its credit flow products and digital markets divisions as part of what it calls an effort to expand electronic trading across its business.

BIS appoints new chairman

The Bank of International Settlements (BIS) has elected Jean-Pierre Roth as its new chairman for a period of three years commencing March 1.

TSE unveils plans for new platform

The Tokyo Stock Exchange (TSE) has unveiled plans to develop a next-generation computer system in the next two or three years. The move comes less than a month after the exchange’s trading system rejected trade cancellation requests by a Mizuho…

Nikko hit by latest Japanese trading error

A new trading error on the Tokyo Stock Exchange looks set to cost broker Nikko Citigroup an estimated JPY1 billion ($8.6 million). The development follows a more serious trading error at Mizuho on December 8.

PBOC gives OTC foreign exchange trading go-ahead

The People's Bank of China (PBOC) has opened up the country's spot FX market to over-the-counter trades, and authorised the China Foreign Exchange Trading System (CFETS) to determine the daily central parity rate for the RMB against foreign currencies.

Isda launches Chinese collateral glossary

The International Swaps and Derivatives Association today launched a Mandarin/ English glossary of collateral terms, as it seeks to encourage the use of collateral in credit risk mitigation for the Chinese-speaking world.

Calyon appoints new London treasurer

Calyon's Asia-Pacific treasurer, Phillipe Cotillon, is set to leave the French bank's Hong Kong office to take up a similar treasury role in London, according to RiskNews ' sister publication FX Week .

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