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Monday, 23 October 2017

Christopher Whittall' s stories

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  • Global Granularity

    Derivatives House and Interest Rate Derivatives House: HSBC

    All Special Reports | 12 December 2014

    As more stringent capital rules cut deeper in 2014, many houses became increasingly constrained by their past excesses. For those with a stronger capital position, there were many opportunities. For honing its focus as others questioned their future, and taking market share on the back of a client-centric approach, HSBC is IFR’s Derivatives House and Interest Rate Derivatives House of the Year.

  • Hitting the target

    Credit Derivatives House: Credit Suisse

    All Special Reports | 12 December 2014

    In yet another tough year for credit derivatives businesses, as balance-sheet costs soared and banks retrenched, a handful of houses were able to stay the course. For adapting its business to the new regulatory regime while identifying innovative sources of revenue, Credit Suisse is IFR’s Credit Derivatives House of the Year.

  • Algorithms

    Algos boom in futures market

    Derivatives | 21 November 2014

    Algorithms are becoming an increasingly important tool for trading listed derivatives, new research shows, as the growing complexity of futures markets has boosted the case for more automated trading in the space.

  • screens

    Algomi promises bond sales revolution

    Top News | 14 November 2014

    The way in which banks buy and sell bonds is on the cusp of a revolution, as five of the world’s largest dealers prepare to roll out a new distribution system that aims to boost turnover in secondary markets.

  • S&P 500 price beta-adjusted by 12M trailing earnings

    Vols to rise as QE ends

    Derivatives | 14 November 2014

    Volatility across asset classes is expected to tick upwards over the coming year, with the end of the US Federal Reserve’s quantitative easing programme cited as a crucial driver along with a potentially bumpier ride for equities.

  • The headquarters of Deutsche Bank are pictured in Frankfurt

    Swaps costs drag on FICC revenues

    Derivatives | 07 November 2014

    When Deutsche Bank announced its third-quarter results last month, it wasn’t just the weak macro environment in Europe and Asia that weighed on its fixed income division.

  • Intercontinental Exchange logo

    Exchanges eye Asian expansion

    Derivatives | 07 November 2014

    The Intercontinental Exchange is set to become the first major Western exchange and clearing house to set up operations in Asia after outlining plans to launch ICE Futures Singapore and ICE Clear Singapore on March 17 next year.

  • OTC derivatives market shrinks

    Derivatives market shrinks

    Derivatives | 07 November 2014

    The over-the-counter derivatives market shrank by 3% over the first half of the year to US$691trn in terms of gross notional outstanding, data from the Bank for International Settlements show, after peaking at an all-time high of US$710trn at the end of 2013.

  • OTC notionals

    Derivatives market shrinks

    Capital City | 07 November 2014

    The over-the-counter derivatives market shrank by 3% over the first half of the year to US$691trn in terms of gross notional outstanding, data from the Bank for International Settlements show, after peaking at an all-time high of US$710trn at the end of 2013.

  • Singapore

    ICE eyes Asian expansion with Singapore launch

    Capital City | 04 November 2014

    The Intercontinental Exchange is set to become the first major Western exchange and clearing house to set up operations on the ground in the Asia region after outlining plans to launch ICE Futures Singapore and ICE Clear Singapore on March 17 next year.

  • Fighting for higher returns

    Fixed income trading enters new era

    Derivatives | 31 October 2014

    Banks are re-drawing the battle lines in fixed income trading, with firms taking radically different views on where profits can be made under the new regulatory regime in a division that has historically accounted for the lion’s share of investment banking revenues.

  • ICE tables Libor standardisation plans

    Derivatives | 24 October 2014

    The London Interbank Offered Rate may soon become a misnomer. The key financial benchmark that serves as a reference point for around US$350trn of financial contracts should include transactions with non-bank firms such as money market funds, large corporates, central banks and sovereign wealth funds, according to the IntercontinentalExchange.

  • Euro stoxx 50 vs iTraxx Europe

    Credit roars ahead of equities on sell-off

    Derivatives | 24 October 2014

    The violent market sell-off in mid-October along with the prospect of the European Central Bank buying corporate bonds has created attractive trading opportunities for relative value investors, with European credit surging ahead of the region’s stock markets.

  • A sign for Bank Street is seen in London

    ICE tables Libor standardisation plans

    Capital City | 21 October 2014

    The London Interbank Offered Rate may soon become a misnomer. The key financial benchmark that serves as a reference point for around US$350trn of financial contracts should include transactions with non-bank firms such as money market funds, large corporates, central banks and sovereign wealth funds, according to the IntercontinentalExchange.

  • Euro 5YR5YR inflation forward (%)

    Oil, technicals drive inflation expectations lower

    Derivatives | 17 October 2014

    Forward inflation expectations dropped to new record lows last week, as concerns about economic growth and disinflationary pressures in Europe and China sparked a sell-off across global markets.

  • Greek basis arb on CDS dislocation

    Derivatives | 17 October 2014

    Greek government bonds endured one of their most torrid weeks since the country shaved €100bn off its debt pile back in March 2012, with 10-year yields jumping to over 9% compared to just 5.53% as recently as September as global risk markets were rocked.

  • Deutsche Bank HQ

    Deutsche pullback shows CDS challenges

    Top News | 10 October 2014

    Deutsche Bank has significantly scaled back single-name credit default swap trading in Europe as it struggles to meet regulatory hurdles on leverage. It is a move that is symptomatic of a wider malaise in a market wallowing in low volumes and spiralling costs.

  • Investors burnt by index overshoot

    ​Investors burnt by index overshoot on CDS rebirth

    Derivatives | 10 October 2014

    A number of hedge funds were left licking their wounds last Monday following the launch of new legal documentation for credit default swap indices – the US$21trn credit derivatives market’s most significant overhaul in more than five years.

  • Strong expected growth in ‘multi-asset’ investing

    Banks adapt to cross-asset craze

    Derivatives | 10 October 2014

    Banks are overhauling sales forces to accommodate the growing number of money managers that are breaking the shackles of conventional investment management practices by establishing multi-asset funds that can target pockets of value across financial markets.

  • Multi-asset growth

    Banks adapt to cross-asset craze

    Capital City | 09 October 2014

    Banks are overhauling sales forces to accommodate the growing number of money managers that are breaking the shackles of conventional investment management practices by establishing multi-asset funds that can target pockets of value across financial markets.

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