Equity markets
Market snapshot
Market Analysis
Einfach das beste?
Best Execution
Credit tails
Model Risk
A retail focus
Equity derivatives
VAR: risk mitigant or amplifier?
Value-at-risk
Collision course
Special Report - Malaysia: Regulation
Asian payoff
Cover story
Cash-settled swaptions and no-arbitrage
Brief Communication
A return to simplicity
Equity derivatives
S&P ardent on arbitrage
S&P has launched a family of indexes designed to model common arbitrage strategies in the financial markets. The three indexes comprise the S&P 500 Volatility Arbitrage, Currency Arbitrage and Long-Only Merger Arbitrage.
Clock ticking for troubled monolines
Monoline insurers are finding it difficult to raise capital in the face of the continuing decline in credit quality. New-York based insurers Ambac and FGIC, and SCA, headquartered in Bermuda, saw doubt cast on their ability to raise enough capital to…
RBS debuts in Japanese retail market
RBS Securities Japan has made its first foray into the Japanese retail structured products market with two, new structured bonds. The launch follows approval by Japanese authorities of shelf-registration status, granted in November 2007, that allows RBS…
Barclays launches its latest regular income product
Barclays has launched its latest regular income bond. The investment is a five-year plan which pays investors an annual income of 7.25%. It offers tax-free returns when packaged inside an Individual Savings Account (Isa) or Personal Equity Plan (Pep.)
The drive for convertibles
Hedge funds are exploring opportunities in convertible arbitrage, a trade that appeared to have gone out of fashion permanently back in 2005. With the promise of lucrative returns having put this strategy firmly back on the map, investors now need to be…
Cool-headed and anything but distressed
David Walker met Mellon Global Alternative Investments' directors Derek Stewart and Scott MacDonald to find out how they coped last year and their plan for 2008
Single stock futures financing and the synthetic cash yield
Single Stock Futures
Structured products look to the east
Structured products
Assets relative risk for long-term investors
Technical papers
Glancing back, looking forward
Outlook 2008
Market snapshot
Market Analysis