Bloomberg
Dodd-Frank sees processing firm as 'swap execution facility'
Markit/DTCC joint venture will register as designated swap execution facility under US financial reform, despite having no plans for trade execution
Bloomberg launches derivatives valuation service
Bloomberg has launched a derivatives valuation service that aims to increase transparency and flexibility in the market
Vol and correlation cause equity derivatives pain
Hedge funds and dealers reported to suffer losses from recent equity derivatives moves
Sovereign CDSs cause systemic concern
Increased protection selling on sovereigns raises fears about systemic risk
Stress-test success masks bigger problem with banks
The US government's bank stress tests appear to have been successful in stabilising financial markets, but some market observers believe they are obscuring broader systemic problems and could hamper efforts to deal with toxic assets.
Wheels fall off LiquidityHub
London-based liquidity aggregation platform LiquidityHub stopped operating last week, having endured a lack of market interest in the face of the credit crunch.
UBS and Bloomberg launch CMCI Food Index
The new UBS Bloomberg CMCI Food Index provides direct exposure to the food sector.
LiquidityHub adds dollar interest rate swaps
London-based electronic trading consortium LiquidityHub today added dollar interest rate swaps to its fixed-income liquidity-aggregation system.
JP Morgan designs emerging-market forex carry index
JP Morgan has created an index that seeks to exploit the carry trade in emerging-market currencies.
Diamond derivatives draw concern after Antwerp talks
Worries have been raised in the diamond industry about plans aimed at creating a derivatives market in the gems, which were aired in Antwerp last week.
LiquidityHub expecting launch in Q3
London-based electronic trading consortium LiquidityHub plans to start distributing the liquidity of 15 banks in interest rate swaps by the third quarter of this year.
Trading platforms strike deal with LiquidityHub
LiquidityHub, the London-based electronic trading consortium, has signed agreements to distribute its liquidity in the interest rate swap and US Treasury bond markets across the Reuters and Bloomberg trading platforms.
Working group to set up diamond derivatives
After a meeting with the International Swaps and Derivatives Association, UK-based cut diamond market data provider Polished Prices is putting together a working group aimed at creating a market in diamond derivatives.
JP Morgan launches implied volatility indexes
JP Morgan has launched indexes tracking the level of implied volatility in G7 and emerging-market economies.
First moves on diamond derivatives
UK-based diamond market data provider Polished Prices, with New York-based news service Bloomberg and three international banks, has published a discussion paper on developing a market for diamond derivatives.
LiquidityHub hires chief executive
Robert MacLeod has been made chief executive of London-based LiquidityHub, a venture that aims to electronically pool the fixed income liquidity of 11 investment banks.
Bloomberg provides STP for credit derivatives
Bloomberg has linked up with New York-based technology firm T-Zero to provide its users with an electronic affirmation process for credit default swaps (CDS). T-Zero’s straight-through processing (STP) will allow users to capture and communicate trade…
Bloomberg and six banks in IR trading joint venture
Six international banks and financial information provider Bloomberg have launched a joint venture company to operate an online interest rate derivative trading platform.
CSFB launches longevity index
Credit Suisse First Boston released the first-ever longevity index today, which it hopes will enable standardised structuring and settlement of longevity risk transfer instruments such as swaps and structured notes.
Amro launches electronic Swiss franc swaps platform
ABN Amro has launched an electronic Swiss franc interest rate swaps trading platform on Bloomberg.
Capital modelling: Correlations in ESGs
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
JP Morgan joins Bloomberg SwapTrader
JP Morgan has become the latest investment bank to provide prices through SwapTrader, Bloomberg’s multi-dealer euro interest rate swap dealing platform for end-users launched in February, signalling a further move towards the electronic execution of…