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Friday, 15 December 2017

Christopher Whittall' s stories

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  • Screens

    DERIVATIVES: New CDS roll-out delayed

    Capital City | 17 September 2014

    The roll-out of new documentation for benchmark credit default swap indices has been delayed by two weeks, index provider Markit said today, as the industry struggles to prepare for the largest overhaul of the US$21trn market in over five years.

  • Denmark

    Dwindling liquidity forces pensions rethink

    Capital City | 17 September 2014

    The decision by one of Europe’s largest pension funds to reduce the tenor of its guaranteed pension products has brought into sharp relief the drop-off in liquidity in long-dated fixed income markets, as providers across the continent look to manage a transition from defined benefit to defined contribution schemes.

  • Bank of America Merrill Lynch Fund Manager Survey

    Hedging, cash levels fall as fears recede

    Capital City | 16 September 2014

    Concerns have receded that a geopolitical crisis or the Federal Reserve tightening monetary policy could upend financial markets, an industry survey shows, as investors shrink cash piles and reduce hedges against a stock market crash.

  • options vol

    Volatility rises ahead of referendum

    Derivatives | 05 September 2014

    Volatility in rates and foreign exchange markets will continue to tick upwards ahead of the referendum on Scottish independence, traders say, as more investors look to hedge against what was widely dismissed as mere tail risk up until recently.

  • Illiquid inflation market takes centre stage

    Derivatives | 05 September 2014

    Following years in the doldrums, euro inflation swap markets suddenly found themselves centre-stage in the run-up to last Thursday’s ECB meeting, after Mario Draghi cited the five-year/five-year forward as the metric the central bank uses to define medium-term inflation in the currency bloc.

  • Negative Eonia could be permanent fixture

    Derivatives | 05 September 2014

    Overnight interest rates in the eurozone could remain in negative territory for the foreseeable future, market strategists say, after the euro overnight index average (Eonia) clocked in below 0% for only the second time in its history last week.

  • options vol

    Volatility picks up ahead of Scotland vote

    Capital City | 05 September 2014

    Volatility in rates and foreign exchange markets will continue to tick upwards ahead of the referendum on Scottish independence, traders say, as more investors look to hedge against what was widely dismissed as a mere tail risk up until recently.

  • Eonia

    Negative Eonia could be permanent fixture

    Capital City | 02 September 2014

    Overnight interest rates in the eurozone could remain in negative territory for the foreseeable future, market strategists say, after the euro overnight index average (Eonia) clocked in below 0% for only the second time in its history yesterday.

  • Euro inflation swap 5yr 5yr forward

    Eyes on illiquid inflation swap market ahead of ECB

    Capital City | 01 September 2014

    Following years in the doldrums, euro inflation swap markets suddenly find themselves centre stage ahead of the European Central Bank’s meeting this week after Mario Draghi cited the five-year/five-year forward as the metric the central bank uses to define medium-term inflation in the currency bloc.

  • Barclays bank logo

    UPDATE: Rates businesses diverge

    Derivatives | 29 August 2014

    The retrenchment in banks’ rates trading businesses shows little signs of abating, as what was once the engine room of investment banks’ revenue streams continues to feel the squeeze from the combined weight of tougher regulations and record low interest rates.