Barclays Capital
Equity derivatives house of the year
Barclays Capital
Commodities house of the year
Barclays Capital
Despite hurdles, clearers map out forex ambitions
With a range of foreign exchange products expected to move towards clearing, several central counterparties are jockeying for a slice of the business. But regulation, technical obstacles and lacklustre demand from market participants are getting in their…
Dealers face up to OTC clearing's tech revolution
Build or buy? It’s a key decision in every big IT project, and the shift to over-the-counter clearing is one of the biggest the industry has ever faced. Many dealers are adapting existing in-house systems, but vendors are also pushing off-the-shelf…
In the balance
Funding costs and counterparty credit risk adjustments have become increasingly important contributions to the total value of derivatives positions. Based on a recently developed derivatives valuation framework that incorporates these two effects in a…
Asset Manager of the Year: Barclays Capital Fund Solutions
Asia Risk awards 2011 winner: Barclays Capital Fund Solutions – Asset Manager of the Year
Société Générale adds to rates strategy team
Alberto Brondolo and Julian Wiseman appointed to expand SG CIB’s global rates research efforts
Capital depends on three
Barclays Capital is offering an autocallable product for which the return of capital depends on the performance of the three underlyings. Monthly income is paid as long as the 60% closing day barrier is not breached
Exchange-traded notes: the strategic tools that deliver enhanced access
The exchange-traded notes (ETNs) market in the US and Europe is becoming more complementary and bespoke, while the enhanced exposure ETNs can provide is taking market access to the next stage. Sarah Nowakowska reports
Corporate statement: Barclays Capital
Investors increasingly seek liquid and simple access to specific hedge fund strategies. Nicolas Aractingi and Csaba Koppany – Equity and Funds Structured Markets at Barclays Capital – outline how the Barclays Capital Manager Access Indices help cater to…
EIB to sell 300 million carbon units
European Investment Bank plans to sell 300 million EU carbon allowances
Margin models converge as CCPs battle for dealer support
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers have begun to converge. Matt Cameron reports
Demand for active strategies and sector cherry-picking set to remain strong in commodities
Volatile commodity markets are boosting the use of dynamic and active strategies to access the asset class, with a greater emphasis on direct exposure to particular sectors and underlying selection
Pimco said to be behind OTC clearing spike at CME
Interest rate swap clearing volumes at CME leapt 2,172% between August and September, and dealers say one firm is responsible for the surge
Deutsche Bank tops Risk interdealer rankings
Deutsche claims top spot for third year running, with JP Morgan a close second
Reforms could force OTC markets to embrace trading algorithms
Compared with other markets, algorithmic execution is rare in the over-the-counter world – at least for clients. That could change rapidly if regulation forces more electronic trading while also fragmenting liquidity. Mark Pengelly reports
Basel III liquidity rules shaking up the corporate deposit market
Corporates have huge cash reserves, and banks are on the hunt for stable sources of funding. That combination has been a shot in the arm for the sleepy corporate deposit market, and a chance for treasurers to earn better yields than they are used to. By…
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Leveraged return super trackers back
Demand for leveraged call spreads, commonly referred to as super trackers, with highly geared upside and soft protection, is slowly coming back. Investors are looking to diversify counterparty exposure away from high street banks and inflation growth…
Slow return for Libya oil seen after Gaddafi topple
The overthrow of Libyan leader Colonel Muammar Gaddafi may have sent oil prices falling in recent days, but a return to full oil production in Libya is not likely for some time to come due to on-going security issues, say analysts
Market volatility sees potential payouts rise and interest in gold and volatility ETNs intensify
Market volatility and global uncertainties are driving investor demand further into gold and volatility-linked products as a means of hedging and managing downside risk, and boosting structured product payouts into the bargain
Banks turn to dynamic algorithm-based structures to exploit interest rate cycles
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
Risk awards 2012: now open for submissions
Twenty-seven categories are up for grabs, including new awards for OTC clearing service of the year and OTC trading platform of the year