Monday, 16 July 2018

David Wigan' s stories

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  • Banks dump internal models for CVA

    Derivatives | 08 January 2016

    A review of the credit valuation adjustment framework has prompted some banks to abandon the use of internal models for regulatory purposes in favour of simpler standardised approaches.

  • Carry trade prompts mezz tranche play

    Derivatives | 25 September 2015

    A decline in correlation in the European high-yield credit markets, characterised by negative news flow on names including Abengoa and Portugal Telecom, prompted a wave of tranche plays in recent days and highlighted an unusual relative value opportunity.

  • European Central Bank (ECB) headquarters

    Corporate leverage stokes credit sell-off fears

    Derivatives | 20 May 2016

    A European corporate bond borrowing spree on the back of cheap funding costs has led to increased demand for cross-asset arbitrage, amid concern that spreads at current levels are insufficient to compensate for the risks of excessive leverage.

  • An European Union flag flutters outside of the European Parliament in Brussels

    Europe set to reconsider dual-sided reporting

    Derivatives | 08 May 2015

    European regulators are set to reconsider rules that require both sides on a derivatives trade to take responsibility for trade reporting, in a move that will bring the eurozone more in line with the US.

  • Simon Taylor

    Former Barclays blockchain guru launches fund

    People & Markets | 15 July 2016

    Simon Taylor, former blockchain guru at Barclays, is launching a venture capital fund to invest in fintech and related blockchain projects.

  • Frontloading pushes buyside into clearing

    Derivatives | 18 March 2016

    Several large European buyside derivatives users are set to move to central clearing ahead of the regulatory deadline at the end of the year, amid expectations that the likely additional costs will be more than offset by gains in operational and pricing certainty.

  • Logo of the International Swaps and Derivatives Association (ISDA)

    ISDA takes steps on conflict concerns

    Capital City | 11 January 2016

    ISDA has put in place new rules to ensure credit event decisions are as transparent and free from potential conflicts as possible.

  • Regional banks back Mifid compliance service

    Derivatives | 21 June 2016

    A group of seven regional banks has come together to develop shared services for front office compliance with Mifid II requirements for over-the-counter derivatives.

  • Dollar-yen one-month volatility

    ​ M&A record sparks contingent swap boom

    Derivatives | 04 September 2015

    M&A sponsors and corporate acquirers have led a surge in demand for FX and interest rate hedging in recent weeks, amid the busiest month for global mergers and acquisitions for at least 35 years.

  • Abengoa bonds and CDS jump on rights talk

    Ticker | 05 March 2015

    Shorter-dated bond and credit default swaps of troubled Spanish energy group Abengoa rallied sharply early on Wednesday, after an IFR report that three banks had agreed to underwrite a right issue assuaged concerns over a potential default.

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