Equity markets
All fall down
CDS Settlement
The Big Interview: Ron Kazel
The managing director of agency MBS investor Annaly Capital Management talks to Sarfraz Thind about the impact of the recent decision by the US government to back mortgage agencies Fannie Mae and Freddie Mac
Introducing the consumption option
Sponsored Statement
Colpiti e affondati
Derivati su azioni
Flight to qualitative
Risk Management
Smile dynamics III
In two articles published in 2004 and 2005 in Risk, Lorenzo Bergomi assessed the structural limitations of existing models for equity derivatives and introduced a new model based on the direct modelling of the joint dynamics of the spot and the implied…
Citigroup to acquire Wachovia
Citigroup announced today it would buy the banking operations of Charlotte, North Carolina-based bank Wachovia for approximately $2.16 billion in stock.
Markets dip as bailout drags on
The financial markets have reacted negatively as the US government rescue plan for the financial sector makes slow progress through Congress.
Dow Jones Indexes licensed to Commerz to underlie ETFs
Dow Jones Indexes and Stoxx have licensed a range of indexes to Commerzbank, to underlie 22 exchange-traded funds (ETFs) listed on the Deutsche Boerse. The licensed indexes comprise the Dow Jones Euro Stoxx 50, Dow Jones Euro Stoxx Select Dividend 30,…
US authorities step in to rescue GSEs
The US Treasury and Federal Housing Finance Agency (FHFA) announced on Sunday details of a rescue plan to place the government-sponsored enterprises (GSEs) Fannie Mae and Freddie Mac into government conservatorship.
BNP Paribas launches autocallable fund in France
BNP Paribas has launched a new collective investment fund which has the potential to kick out after two years with a 14% coupon. The capital-guaranteed fund Flamenco FCP (fonds commun de placement) is linked to the performance of the DJ Eurostoxx 50. At…
Unpacking Russia's onshore potential
As an emerging market, Russia offers massive growth potential in the structured products arena. Yet the bulk of business is conducted offshore for wealth clients, leaving little trace of an onshore market. While investors and bankers are keen to develop…
Durch Korrelation versenkt
Aktienderivate
Inflation ist normal
Der Neueste Stand - Inflationsderivate
Broadening horizons
Structured products
Retail revival
South Asia - Structured products
Accumulated junk
Opinion
A return to nuts and bolts
Risk management
Don't follow the herd
Quant funds