Risk magazine
A step to Basel 1.5
Risk analysis
Japanese investors rush to exit PRDC notes
New angles
NAB drags brokers into forex options scandal
New angles
Home equity loan CDS surges
New angles
Prospectus prospects
Regulation
An incentive for risk?
Hedge fund perspective
The future face of financing
Hedge funds
Spotlight on risk
Profile
Calls for UK hedge fund regulation lose fizz
New angles
The great divide
Cover Story
Amro launches electronic Swiss franc swaps platform
ABN Amro has launched an electronic Swiss franc interest rate swaps trading platform on Bloomberg.
BarCap launches South African inflation index
Barclays Capital and the Bond Exchange of South Africa (Besa) have launched an index of South African government inflation-linked bonds.
Calyon and ANZ launch Australian credit CPPI notes
Calyon and ANZ have launched what they say are the first credit constant proportion portfolio insurance (CPPI) notes for the Australian market. They are called Credit Sail and offer 100% principal protection.
Collins Stewart Tullett ends takeover talks
Collins Stewart Tullett, which owns interdealer broker Prebon Tullett, called off its takeover talks yesterday, causing its share price to tumble 65p to £5.55 during morning trading on the London Stock Exchange on Thursday.
Fortis CRO Henrard joins management committee
Luc Henrard, chief risk officer at Fortis, has joined the Benelux bancassurer’s management committee.
Scherer appointed head of Deutsche think tank
Bernd Scherer, former head of Deutsche Asset Management’s investment solutions and overlay management group in Frankfurt, is taking up a new role as head of the firm’s quantitative strategies research centre in New York.
Koenig steps down from Prmia
David Koenig, chairman of the Professional Risk Managers' International Association (Prmia), has stepped down this week after three years in post.
ABN Amro offers record €22bn securitisation to ease balance sheet
ABN Amro has launched a €22 billion securitisation, made up of mortgage-backed notes and credit default swaps (CDS).
Icap looks to credit and energy growth for future profits
London-based inter-dealer broker Icap announced strong growth in revenues and profits yesterday, and predicted that future growth would be fastest in credit and energy derivatives.
Isda unveils master 'give-up' agreement for prime brokers and dealers
The New York-based International Swaps and Derivatives Association has created a master agreement for a hedge fund to ‘give-up’ its positions with a dealer and assign them to a prime broker.
Basel Committee issues home-host sharing guidelines for Basel II
The Basel Committee on Banking Supervision has issued a consultative document on enhancing home-host information sharing guidelines for banking supervisors to set up a framework for the effective cross-border implementation of the Basel II capital Accord.
Fraenkel joins DrKW as head of commodities
Martin Fraenkel has joined Dresdner Kleinwort Wasserstein in London as global head of commodities.