Technology
Correlation confusion
Retail Portfolio Risk
Dangerous perfection
Risk Analysis
Laying the foundations
Credit Portfolio Management
FpML messaging to be allowed on Swift
The International Swaps and Derivatives Association is to collaborate with the Swift interbank network to allow messaging in the FpML derivatives markup language.
GFI rolls out pricing tool for structured products
Interdealer broker GFI in New York has released a new version of its pricing and risk management software, incorporating a structuring and pricing tool for structured products.
SwapsWire to offer Japanese OTC equity trades
UK electronic confirmation service SwapsWire has added confirmation of Japanese over-the-counter equity options to its product offering.
RBS extends electronic rates swaps to Asia
Royal Bank of Scotland (RBS) has extended the trading hours of electronic trading of US dollar interest rate swaps on Bloomberg to include Asian business hours.
Standard Chartered offers Asian IRS pricing on Bloomberg
Standard Chartered has become the first bank to launch interest rate swaps on the Bloomberg electronic platform in five Asian currencies - Hong Kong dollars, Singapore dollars, Indian rupees, Taiwan dollars and Korean won.
Aussies Rule
Australia is racing ahead with Basel II implementation compared with other nations. Peter Madigan asks how they have done it and whether the rest of the world can follow in their footsteps
BarCap opens online structured note trading
Barclays Capital has started offering online trading in equity structured notes to customers worldwide.
Cost cutting prompts departures at West LB
German commercial bank West LB is to close its trading operations in London as it transfers more of its business to Düsseldorf. The decision to cut costs has already led to two senior departures at the bank.
Reuters buys risk management specialist Application Networks
Reuters has paid $41 million for Application Networks, a risk management software specialist.
Three dealers trial historical swaps archiving via SwapsWire
Three dealers – ABN Amro, JP Morgan and UBS – have uploaded a sample of historical swaps trading data to SwapsWire in London as part of a pilot project for resolving mismatches.
Core and satellite for hedge funds, part II
academic paper