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Rio quits Commerzbank to head Swapstream

Swapstream, a medium- and long-term interest rate swaps trading platform, has appointed Stéphane Rio as chief executive. Rio was previously head of rates trading at Commerzbank for five years, and replaces Marcus Grubb, who left Swapstream in early July…

Cairn Capital adds asset-backed specialist

Cairn Capital, a London-based advisory and investment firm specialising in structured credit, has hired Jenna Collins as an analyst. Collins, who will join Cairn in November, was an asset-backed securities analyst at Merrill Lynch in London.

Deutsche gets China derivatives licence

Deutsche Bank has become the latest institution to gain a licence to trade derivatives onshore in China. A Deutsche official in Singapore told RiskNews that the China Banking Regulatory Commission (CBRC) gave the German bank the go-ahead yesterday.

Barclays boosts Asian credit team

Barclays Capital has continued its drive to boost its Asian credit derivatives business with another new hire in Hong Kong. William Pang joined the bank yesterday as director of Asian credit derivatives with responsibility for market risk.

Totem adds to its interest rate valuations service

Totem Market Valuations, a provider of over-the-counter derivatives price information, is to expand its interest rate derivatives pricing service to include Swiss francs, Hong Kong dollars and Korean won. The products covered will be interest rate…

Front teams with NIWS to offer Arena in Japan

Front Capital Systems, an operating unit of SunGard, has begun marketing a localised version of Front Arena's treasury trading and back-office solution to regional banks in Japan through a distribution agreement with NIWS, a Tokyo-based business server…

CSFB/Tremont launches sector invest indexes

Hedge fund index provider Credit Suisse First Boston Tremont Index has launched 10 new investable hedge fund indexes, collectively called the CSFB/Tremont sector invest indexes, in response to “widespread investor demand”, the company said in a statement.

In the core of correlation

The single-factor Gaussian copula model has become a benchmark for the pricing and risk management of basket credit derivatives and synthetic CDO tranches. However, recent months have seen the development of a market for tranched synthetic indexes,…

Detecting market abuse

Financial regulators need a way to detect market abuse in real time. Marcello Minenna has developed such a procedure that can detect, for each quoted stock and on a daily basis, the presence of market abuse phenomena by means of a set of tripwires that…

Maximum drawdown

The maximum loss from a market peak to a market nadir, commonly called the maximum drawdown (MDD), measures how sustained one’s losses can be. Malik Magdon-Ismail and Amir Atiya present analytical results relating the MDD to the mean return and the…

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