Analysis
Regulators should keep internal models
The Basel Committee on Banking Supervision is looking closely at the use of supervisor-approved internal models by banks, but the alternatives, such as a leverage ratio, are not a realistic option, argues Uwe Gaumert
Price inefficiency and stock-loan rates of leveraged ETFs
Price inefficiency and stock-loan rates of leveraged ETFs
Regulatory compliance and independent governance top investor ODD agenda
Hedge fund investors are putting more emphasis on regulatory compliance and independent governance structures as part of their pre-investment and on-going operational due diligence says Deutsche survey
Weight of regulation could stall growth of hedge fund industry
The amount of regulation hitting the hedge fund industry could put the brakes on development, stifling innovation and raising the barrier to entry for new managers too high, say risk managers
Coupon income in Barclays regular income bond makes up for capital loss
Coupon and capital
Trade of the month: Proprietary indexes in structured products
Trade of the month
UBS launches constant maturity commodities ETF
ETF roundup
Market snapshot: Barclays returns to the US top three
Market snapshot
Nikkei 225 falls victim to American barrier in Meteor's Prima Growth Plan
Breaching the Nikkei barrier
Japan dealers pitch volatility swap trade to keep up with demand for Topix options
Institutions are creating demand for Topix options, outweighing supply
Market snapshot: A new order
The new order being established in the US structured products public issuance market has Bank of America Merrill Lynch, RBC and JP Morgan hogging the top spots
Trade of the month: Reverse convertibles
Trade of the month: Reverse convertibles
S&P Dow Jones Indices launches Mila indexes
S&P tracks Andean equities; Bank of China Hong Kong and FTSE track offshore renminbi; ATX Global Players index lands in Vienna; FTSE launches environmental tech index
People: RBS loses global head of FIG
William Fall leaves FIG role at RBS; Deutsche hires London Whale quant; two new directors join Isda board; new clearing role for Wilson at Newedge; Byres to take top job at Apra
Trade of the month: choosing products when volatility is high
Trade of the month: when volatility is high
Market snapshot: making the most of volatility
Market snapshot
Mandate Watch: BNY Mellon leads the pack
Mandates trend to alternatives
Frontier hedge fund investors eye Iraq
A slate of telecoms IPOs and efforts to modernise banking regulations have some frontier market hedge funds enthused about prospects for Iraqi equities as institutional investors sit on the sidelines
Hedge fund investors divided on SAC probe
SAC hopes to put an insider trading probe by the US Securities and Exchange Commission behind it after agreeing to pay a record fine, but hurdles still remain
Trade of the month: the best structures for low volatility and low interest rates
Trade of the month: the best structures for low volatility and low interest rates
Apple reverse convertible losses mitigated by European barrier
Taking a bite of sour Apple