Credit derivatives
Hedge fund of the year: Napier Park Global Capital
Risk Awards 2015: Credit fund profited from October meltdown
Credit derivatives house of the year: Citi
Risk Awards 2015: Strategic decisions made after the crisis paid off in 2014
Markit venture is first casualty of US swap flop
Clearing credit hub closes, with Markit citing disappointing Sef volumes
Goldman Sachs bought $24 billion CDS portfolio from UBS
UBS in Australia sold off CDS portfolio in fixed income scale-back
Credit derivatives house of the year: Credit Suisse
Credit derivatives house of the year: Credit Suisse
Napier Park exploiting Volcker opportunities
Hedge fund Houdinis
Credit Derivatives House of the Year – BNP Paribas
Asia Risk awards 2013 winner: BNP Paribas – Credit Derivatives House of the Year
Pricing CDSs’ capital relief
Pricing CDSs’ capital relief
CDSs, CVA and DVA – a structural approach
CDSs, CVA and DVA – a structural approach
SEC slammed for CDS cross-margin hurdle
CDS users face collateral hike because SEC rule means clearing members are not yet able to offer CDS cross-margining to their clients – but there are hopes of a last-minute exemption
Zombie firms are first Dodd-Frank major swap participants
Only registrants to date are MBIA and Cournot Financial Products – firms that have not traded derivatives since 2008
Credit Derivatives House of the Year – Standard Chartered
Asia Risk Awards 2012 winner: Standard Chartered – Credit Derivatives House of the Year
Isda AGM: Euro crisis drives up collateral, finds survey
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
Sovereign CDS market needs to learn lessons from Greece, dealers say
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
Greek auction result could undermine CDS use
An early trigger is unlikely, but fears of distorted auction outcome remain – and could undermine the use of credit default swaps as a hedge, say market participants
Dealers agree standard index CCDS documentation
The development of an index CCDS product will help market participants hedge counterparty risk, say proponents
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Basel statement on risk transfer could halt legitimate trades, bankers warn
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Credit Derivatives House of the Year: BNP Paribas
Asia Risk Awards 2011
CME, Ice to launch repositories rivalling the DTCC
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
Worry about Greek CDS misguided, dealers suggest
Dealers believe fears about Greek sovereign CDS trigger event are overplayed