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Monday, 23 October 2017

Kathleen Hoffelder' s stories

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  • Repo futures prompt Libor rethink

    Derivatives | 20 April 2012

    A new futures product set to debut on NYSE Liffe in July promises to offer a more efficient way to hedge repo risk. But market participants say it also makes its index – the Depository Trust & Clearing Corporation’s General Collateral Finance Repo Index – a more credible alternative to the London interbank offered rate.

  • Thomas Callahan, CEO of NYSE Liffe

    DERIVATIVES: Repo futures cause Libor rethink

    Capital City | 19 April 2012

    A new futures product set to debut on NYSE Liffe in July promises to offer a more efficient way to hedge repo risk. But market participants say it also makes its index, the Depository Trust & Clearing Corporation’s General Collateral Finance Repo Index, a more credible alternative to the London Interbank Offered Rate.

  • DERIVATIVES: Spain joins risky CDS list

    Ticker | 17 April 2012

    Spain became a new entry into CMA Datavision’s top ten most risky sovereign credit default swaps during Q1 2012, while another newcomer to the list, Cyprus, topped the overall risky sovereign rankings.    

  • NYSE Euronext to give lift to CFDs

    Derivatives | 13 April 2012

    NYSE Euronext’s plan to try its hand at the retail-focused contracts for difference market has platforms and brokers on edge, but also elated. There is hope among many that the entry of a player as large as NYSE Euronext to the niche CFD market will bring more investors to the table.  

  • Real-time CVA analysis sought

    Derivatives | 13 April 2012

    Banks have taken a few routes to monitor credit valuation adjustment but most are coming to the conclusion that getting as close to real-time CVA analysis as possible is crucial to operations. Though such a task may be daunting, applying new technology is proving to be half the battle.

  • Hybrid currency plays get new focus

    Derivatives | 13 April 2012

    Issuance of power reverse dual currency notes, hybrid interest rate foreign exchange plays, has ebbed since the credit crisis. But PRDCs are still garnering interest today – not due to a slew of new products but rather the need to value the old ones.  

  • Nickel in spotlight on deep fall

    Derivatives | 13 April 2012

    The performance of nickel this quarter compared with other base metals warrants attention, according to analysts at BNP Paribas. Nickel was the worst performing base metal during the course of Q1 2012. Nickel futures on the London Metals Exchange last week ended lower at US$18,305 per tonne.

  • DERIVATIVES: Real-time CVA analysis sought

    Ticker | 12 April 2012

    Banks have taken a variety of routes to monitor credit valuation adjustment but most are coming to the conclusion that getting as close to real-time CVA analysis as possible is crucial to operations. Though such a task may be daunting, applying new technology is proving to be half the battle.

  • ISDA

    DERIVATIVES: ISDA declares Sino-Forest credit event

    Capital City | 10 April 2012

    The International Swaps and Derivatives Association said a bankruptcy credit event occurred with respect to Sino-ForestCorporation. ISDA’s Asia Ex-Japan Credit Derivatives Determinations Committee announced that an auction will be planned.

  • The US Capitol dome in Washington

    Shared swaps rule clears one hurdle

    Derivatives | 05 April 2012

    The House Financial Services Committee’s recent vote in favour of legislation that corrects Dodd-Frank wording over indemnification agreements removes one hurdle from furthering the transparency of over-the-counter derivatives. But others remain.

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