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BNP Paribas reorganises fixed-income business

BNP Paribas is set to reorganise its fixed-income business by splitting its marketing and trading activities. The new set-up replaces a structure where the division was split into three areas: foreign exchange, interest rates and credit.

Markit signs up 50th Red customer

Markit has signed its fiftieth customer to its reference entity database (Red) for credit instruments. The move means the St Albans-based company has signed up 35 additional clients to Red from its base of 15 institutions in January 2004.

HKEx targets derivatives growth

Hong Kong Exchanges and Clearing has scheduled a number of new initiatives for 2005 to combat flagging investor interest in derivatives. It also plans to expand and promote its distribution of market data to a wider user base in the Far East.

DDQ re-issues commodity-linked structured product

Dawnay Day Quantum (DDQ), a division of London-based financial services and property investment company Dawnay Day, has re-issued its commodity-linked structured product aimed at both the institutional and retail markets.

Front Capital wins $5 billion hedge fund client

KBC Alternative Investment Management (KBC AIM), a hedge fund subsidiary of Belgium's KBC Bank and Insurance Group that manages more than $5 billion in assets, plans to implement Front Capital's Arena trading, risk management and distribution system.

HSBC provides clients with forex charting tools

HSBC has begun rolling out a web-based currency data charting application from UK vendor TraderMade to its corporate and investment clients. The application, called FX Charting, will support trading and hedging strategy decisions.

Eurex US offers three-year Treasury derivatives

Eurex US will list futures and options on futures in the three-year Treasury note market starting on February 1. The electronic derivatives exchange, which is part of the Deutsche Börse Group, already offers these products on two-, five- and 10-year…

Market models for CDS

In August 2004, Risk published an article on the pricing of credit default swap (CDS) options entitled A measure of survival by Phillip Schönbucher. Here, Damiano Brigo provides an alternative derivation of the CDS option pricing formula based on Cox

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