Friday, September 29, 2006

India Market for Derivatives and Investment Banking

ING Overview of India Market for Derivatives and IB Strategy
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Derivatives and Equity Market Leadership

ABN Amro Organizational development for Derivatives and Equity Market Leaership
to expand the ABN AMRO wholesale banking franchise.

ABN AMRO Bank

SME Portfolio Overview


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FIXED INCOME DERIVATIVES

FIXED INCOME INSTRUMENTS

Interest Rate and Currency Swaps:
A Tutorial and Derivatives, Risk, interest rate, currency and equity derivative solutions for major corporate clients.

Modelling Financial Derivatives with Mathematica

Online Derivatives e-learning Tutorials


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Derivatives Trading, “Hedging,” and Bank Risk

Derivatives Trading, “Hedging,” and Bank Risk
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Taking Your Company Public with Deutsche Borse: euro IPO

Taking Your Company Public with Deutsche Borse
How to make your IPO in mainland Europe.

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Financial Engineering Workshops

Financial Engineering Workshops
sponsored by Charisma Consulting Group.


Register for the next workshop.




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DERIVATIVES FINANCIAL ACCOUNTING & REPORTING

DERIVATIVES FINANCIAL ACCOUNTING & REPORTING

Accounting for Derivative Instruments and Hedging Activities
Learn more.

eFRM Coach: Financial Risk Manager Exam

eFRM Coach

Tutorial for the Financial Risk Manager Exam. eFRMCoach has every formula, definition, for current derivatives products
  • Credit Derivatives
  • Interest Rate
  • Asset Backed Derivatives
  • Equity Derivatives

Order your personal copy.



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Tutorial on Portfolio Credit Risk Management

Tutorial on Portfolio Credit Risk Management
with simulations

Click here for more info



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Derivatives Pricing and Financial Modelling Tutorial

Derivatives Pricing and Financial Modelling Tutorial

Advanced Math tutorial on equity Derivatives.

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EQUITY DERIVATIVES MINI-MASTER

EQUITY DERIVATIVES MINI-MASTER. FURTHER EXPLANATION ON VOLATILITY and AN EXAMPLE OF CALENDAR SPREAD AND OPTION STRATEGIES.

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Interest Rate, Currency and Equity Derivatives Valuation Methods

Interest Rate, Currency and Equity Derivatives Valuation Methods

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Trends and Uses of Equity Trends and Uses of Equity Derivatives

Trends and Uses of Equity Trends and Uses of Equity Derivatives ..

.Download this report on Equity Derivatives markets.


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2004 ISDA Master Equity Derivatives Confirmation

2004 Americas Interdealer Master Equity Derivatives Confirmation

The International Swaps and Derivatives Association, Inc. (ISDA) published on March 29, 2004. the 2004 Americas Interdealer Master Equity Derivatives (EQD).

Review the ISDA template with definitions for EQD. Download the Equity Derivatives template.

Equity Derivatives Market Practice Issues

Equity Derivatives Market Practice Issues

ISDA® Equity Derivatives Committee Market Practice Issues ... New services an structured products will have an impact the over-the-counter equity derivatives markets.

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Equity Derivatives - An Overview (Malaysian Markets)

Equity Derivatives - An Overview (Malaysian Markets)

A high level review of exchange traded equity derivatives available in the Malaysian market.

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Processing Equity Derivatives

Processing Equity Derivatives

Using straight-through processing to successfully ride theequity derivatives wave.With investment capital flowing into financial markets in atidal rush, asset and hedge funds managers have turnedtheir attention to equity derivatives as a potential fast pathto higher returns. One consequence, though, has been anincreased strain on information systems, and many firms arerelieving it by turning to customized platforms built aroundstraight-through processing (STP).

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Equity Linked Notes

Equity Linked Notes

Overview tutorial on Equity Derivatives and Equity Linked Notes.



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Trends and Uses of Equity Derivatives

Trends and Uses of Equity Derivatives

Overview of Equity Derivatives marketing, trade processing and other industry initiatives.

Swaps & Other Derivatives in 2006

Swaps & Other Derivatives in 2006

Industry analysis for Swaps and other derivatives for 2006.

Dealing With Those Alpha Types (and Winning)

Dealing With Those Alpha Types (and Winning)

Do you compulsively change lanes when driving? Do you clock yourself when you jog? Do you always have to be right? When colleagues, friends or even your children say someone else’s mistake made them miss a goal, do you accuse them of whining — even if you are the “someone else”?

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Sales & Marketing Conference

Sales & Marketing Conference
Oct. 5 and 6, N.Y.

Now in its 29th year, SIA's Sales and Marketing Conference is North America's premier conference for Private Client Group executives, managers, revenue producers, and marketing professionals. This conference will address many tactical ways to enhance client service, while growing the PCG business. Specific topics that will be addressed include: "The Investment Professional of 2010," "Retirement Redefined" from both an investor and PCG perspective, "International Opportunities for Private Clients," "The Changing Role of Leadership," and "Wealth Management Strategies."

Click here for more conference details and/or to register.

Commentary: Derivatives are house of cards that threaten "market mishap"

Commentary: Derivatives are house of cards that threaten "market mishap"

The value of the world's derivatives markets is now estimated at about $300 trillion. But since the total value of the stocks and bonds markets is only $65 trillion, derivatives are "essentially fake," according to a columnist for MarketWatch, and regulators should be worried now that "cracks are beginning to appear in the hall of mirrors Wall Street has designed."

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Jefferies Group enters hedge-fund prime brokerage business

Jefferies Group Inc. will launch new services next week aimed at turning the New York-based company into a provider of prime brokerage services to hedge funds. The move puts Jefferies in a highly competitive space that is dominated by Morgan Stanley, Goldman Sachs and Bear Stearns & Co.

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Institutional Brokerage Conference

Institutional Brokerage Conference
Oct. 30, N.Y.

SIA's Institutional Brokerage Conference will explore the new SEC interpretive guidance on client commission arrangements under Section 28(e) of the Securities Exchange Act. The conference will also address how regulatory initiatives are impacting the institutional brokerage business both in the U.S. and in Great Britain. The program agenda also includes discussions on current trends in the institutional brokerage business, changes in equity trading and the future of Wall Street research.

Read more conference details and/or register.

Islamic bonds don't pay interest, but attract Western investors

Islamic bonds don't pay interest, but attract Western investors

The value of bonds that comply with Islamic law, known as sukuk, has more than doubled in the past year to $4.6 billion, as U.S. and European investors flock to the investment style. Western investment banks are working to become more familiar with the rules of sukuk, which forbid the paying of interest.

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UITs regain popularity ... this time with stocks, not munis

UITs regain popularity ... this time with stocks, not munis

UITs Get New Life As Equity VehiclesUnit investment trusts, once a popular method of holding municipal bonds, are gaining popularity as an investment style for equity holdings. UITs, which have a fixed expiration date, now are often used to try and beat a particular index.

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Monday, September 25, 2006

SIA Institutional Brokerage Conference

Institutional Brokerage Conference,
Oct. 30, N.Y.

SIA's Institutional Brokerage Conference will explore the new SEC interpretive guidance on client commission arrangements under Section 28(e) of the Securities Exchange Act. The conference will also address how regulatory initiatives are impacting the institutional brokerage business both in the U.S. and in Great Britain. The program agenda also includes discussions on current trends in the institutional brokerage business, changes in equity trading and the future of Wall Street research.

Read more conference details and/or register.

Friday, September 22, 2006

Hedge funds yank SEC registrations

Hedge funds, freed of oversight, yank registrations

One hundred and six hedge funds have withdrawn their registrations with federal regulators since an appeals court ruled in June that the SEC did not have the authority to require such actions.

Full Story

Monday, September 18, 2006

Credit Derivatives - Intermediate Level Tutorials

Credit Derivatives - Intermediate Level Tutorials

Ready to learn more about Credit Derivatives? These tutorials are a great way to understand the full lifecycle of a credit derivative: contract terms, valuation, trading, operations processing, risk management controls and settlement.

The JP Morgan guide to Credit Derivatives
- a very readable primer on credit derivatives

Analysis of Credit Default Swaps (Italian Style):
Market, Applications and Legal Issues,
by diMassimo Telesca, Avvocato, LLM

The Lehman Guide to Exotic Credit Derivatives

Playing Hardball : Relationship Banking in the Age of Credit Derivatives
by Stefan Arping

Insider Trading in Credit Derivatives
by Prof Viral Acharya and Timothy Johnson


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Controlling Model Risk

Controlling Model Risk
By Margaret Elliott

Tips on how to keep your institution from joining the long list of banks and dealers announcing losses from derivatives mispricing.

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Tuesday, September 05, 2006

Credit Derivatives: Just the facts (a tutorial)

Credit Derivatives: Just the facts
A primer tutorial on derivatives for financial services professionals

A definition of credit derivatives:
Credit derivatives can be defined as arrangements that allow one party (protection buyer or originator) to transfer credit risk of a reference asset, which it may or may not own, to one or more other parties (the protection sellers).
more credit derivatives defininitions

The development of credit derivatives is a logical extension of two of the most significant developments of our present times: securitization, and derivatives. The concept of derivative is to create a contract that derives from an original contract or asset. For example, stock market derivatives are contracts that are settled based on movements in prices of stocks, without transferring the underlying stock. Similarly, a credit derivative is a contract that involves a contract between parties in relation to the returns from a credit asset, without transferring the asset as such.

What is a credit derivative?
A credit asset is the extension of credit in some form: normally a loan, installment credit or financial lease contract.Every credit asset is a bundle of risks and returns: every credit asset is acquired to make certain returns on the asset, and the probability of not making the expected return is the risk inherent in a credit asset.
Text Tutorial

More information on Credit Derivatives


credit derivatives, derivatives, financial derivatives, securities, tutorial, definitions

Friday, September 01, 2006

Research Management Conference, Sept. 28, N.Y.

Research Management Conference, Sept. 28, N.Y.

SIA welcomes incoming SEC Director of Market Regulation, Erik Sirri, as keynote speaker at this year's the annual Research Management Conference. Recent regulations continue to redefine the function and structure of research, as well as its business models. As such, SIA is again offering an intense one-day conference to help senior research analysts, directors of research, and legal and compliance officials to master the broad array of difficult issues that challenge them. Issues to be addressed include: developments in research methods and distribution, evolving research business models, research management issues and the continuing impact -- and in particular the unintended consequences -- of research regulation. Click here for more conference details.

Click here to register.

Senate investigators get SEC cooperation in hedge fund probe

Senate investigators get SEC cooperation in hedge fund probe

The SEC has agreed to share some documents with Senate investigators and allow staff members to be interviewed, as Congress continues its probe into allegations that the SEC caved in to political pressures and halted an investigation into hedge funds.

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Credit swaps may be too complicated for regulators to monitor

Credit swaps may be too complicated for regulators to monitor

Recent price spikes in some credit-default swaps hint at the possibility of traders acting on insider information, according to the Wall Street Journal. The problem, according to the newspaper, is that no regulatory agency seems capable of policing the complex investments.

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