Barclays Capital
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
Barclays provides Japan with first listed ETNs
Barclays provides Japan with first listed ETNs
Index and ETF providers look to alternative weighting to avoid the 'concentrations and trend following bias' of market-cap weighted indexes
Index and ETF providers look to alternative weighting to avoid the 'concentrations and trend following bias' of market-cap weighted indexes
Risk Australia Rankings 2011: Internationally connected
High interest rates, a strong currency, and rapid increases in volatility amid turmoil in European and US debt markets have resulted in another challenging year for the derivatives dealers and brokers in Australia. During a period that saw foreign banks…
Italian investors drawn to commodity baskets to hedge and diversify from bond exposure
Italian investors drawn to commodity baskets to hedge and diversify from bond exposure
WTI/Brent spread impacts commodity index returns
A re-balancing of indexes to include, or increase Brent weighting could be on the cards to combat sliding WTI/Brent spread, say index providers
RWAs too easily manipulated, finds Risk.net poll
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
Risk managers seek understanding of structured products investor trends
On the trail of commodities
People: Citi shakes up structuring group
Citi shakes up structuring group
Best bank overall for credit: Barclays Capital
Best bank overall for credit: Barclays Capital
Goldman Sachs tops list of firms that met CFTC
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Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
FSA's Turner: RWA divergence would undermine Basel III
FSA chair highlights growing concern about foundation of risk-based regulatory capital system
RBS expands CVA quant team
RBS adds former Barclays Capital and Lehman quant to help build firm-wide CVA model
Europe lax on RWA calculations, says Bair
FDIC chairman warns of international divergences on risk-weighted assets
Spanish government debt issuance competing with structured products, say providers
Spanish regional government bonds aimed at retail investors are causing concern among some structured products providers
Deutsche snaps up structurer Chan from BarCap
Susan Chan has left Barclays Capital and will take up the role of head of equities structuring at Deutsche Bank from September 1
People: King crowned head of ETNs at Credit Suisse
Greg King's arrival at Credit Suisse is one of many recent moves in the structured product and ETF markets
Energy Risk's Risk Manager of the Year Award: Barclays Capital
Energy Risk Manager of the Year: Barclays Capital
Energy Risk European Electricity House of the Year: Barclays Capital
Energy Risk European Electricity House of the Year Award: Barclays Capital
Energy Risk US Emissions House of the Year: Barclays Capital
US Emissions House of the Year Award: Barclays Capital
Carbon price of €60/ton needed to hit targets say traders
Carbon brokers estimate that €60 per European Allowance (EUA) will be needed in the third phase of the Kyoto protocol if the 80% emissions reduction target is to be met by 2050.
