MSCI’s historical real-time data could be used in backtesting strategies, pricing exotic options
Changes to popular structured products aim to help dealers reduce hedging costs, but will investors make the switch?
Rapid growth fuels anxiety over passive sector’s vulnerability to frontrunning
Splitting equity and commodity indexes can halve initial margin, but not everyone can do it
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
Gaps in performance of apparently similar products rekindle debate on index construction
UK and Swiss bank Opco CDSs losing relevance as a hedging tool, experts warn
New indexes promise higher coupons and lower dealer hedging costs
TLAC-driven issuance changes likely to see UK and Swiss holding company CDSs included in iTraxx Financials
Seesawing markets prompt speculation of big losses for structured product issuers
IRS’s Section 871(m) rule places burdensome requirements on non-qualified indexes sold to non-US persons
Index providers say strategies passed critical test convincingly
Fines for BAML and UBS highlight importance of accurate cost disclosures
Index provider capitalises on smart beta trend
Obligations set to mushroom for administrators and contributors
Post-UBS enforcement action, what next for custom indexes?
Inflows increasing correlations and reducing performance, say traders
US dealers’ custom index operations under heightened scrutiny following SEC enforcement action
Vague rules spark confusion; Morgan Stanley may face headaches
Frequent early redemptions used to boost broker commissions
US official says regulator is examining "a case or two"
Dealers lose over $300 million in scramble to hedge autocallables
Price reporting agencies are an integral part of modern commodity markets
Frenzied issuance on European indexes stacks up vega risk for dealers as natural hedge suffers