September 2011
Regulation Financial transactions taxation is applicable to France
According to the firm 99 Partners Advisory, it is possible, from now, to put in place a tax on financial transactions,
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September 2011
Note Current approaches inadequate for assessing future longevity
The substantial increases in life expectancy witnessed in recent decades have been consistently underestimated, a new Swiss Re research report reveals. Robust, predictive approaches using forward-looking scenarios are (...)
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September 2011
Innovation JeantetAssociés advises APICORP on a murabaha islamic funding
APICORP acted as a financial arranger and sole financier of a revolving funding loan granted to Morocco’s first refiner, SAMIR...
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August 2011
Innovation Natixis successfully arranged and placed €150 million catastrophe bonds for ERDF
Natixis successfully closed the arrangement and placement, as sole arranger and joint bookrunner, of a French windstorm risk transfer transaction for ERDF (Pylon II Ltd.)
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July 2011
Note 10 to €12 billion of structured loans exhibit a high potential risk!
According to Didier Migaud, president of French revenue court, loans with interest rates linked to spreads out of the eurozone should be banned as well as those using leverage...
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July 2011
Strategy Goldman Sachs : « Hedging by purchasing puts on bank shares !»
With the rise in the probability of extreme risks taking place, the purchase of puts on bank shares, considering the implicit volatility on the Eurostoxx 50, seems to be an attractive hedge for long term investors according to Goldman (...)
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July 2011
News Greece rescue plan: The resurgence of structured finance?
The Greek rescue plan, suggested by a consortium of banks led by BNP Paribas, praises the techniques of structured finance, with this time the politicals’ blessing...
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June 2011
Opinion Complex and useless finance is still there
While complex finance should be preferred to improve risk modeling, it continues, in times of market stress, to help designing unmanageable and useless complex structured products
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June 2011
Innovation FTSE partners with TOBAM to publish Maximum Diversification nonmarket capitalisation indices
This new partnership will further expand FTSE’s growing range of nonmarket cap-weighted indices, extending investors’ options in this rapidly-growing arena.
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May 2011
News Libyan sovereign wealth fund invested € 1.8 billion in Société Générale structured products!
According to an official document published by Global Witness, the French bank held the lion share of Libyan funds allocated to structured products...
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May 2011
Innovation Natixis reopens the securitization market in France
Natixis played an active role in the reopening of the primary securitization market in Europe with the first French asset securitization since the beginning of the crisis in 2007 for Socram Banque (Titrisocram (...)
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May 2011
Opinion Mathematical models in finance and embedded risk underestimation
The statistical assumption of normal (log-normal) distribution of stock returns (prices) is not that strong and tail events’ occurrence is largely undervalued. Nevertheless, this modeling framework has been widely used for strong (...)
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May 2011
Stories Peter Cruddas, 2007 richest selfmade man in the City and U.K entrepreneur of the year
Launched with just £ 10 000 by Cruddas 18 years ago, CMC Markets has managed to develop its business on the derivatives market to private investors and is now a major global brokers on CFD ...
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May 2011
Regulation Towards protection of swaps user margin and more scrutiny on high frequency trading
The SEC is considering whether new requirements should be imposed on high frequency trading and what benefits market makers should get for meeting those obligations. In the meantime the CFTC moves forward to protect swaps user margin from peer (...)
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April 2011
Note The possible misdiagnosis of a crisis
According to a publication of Prof. Richard Roll in the Financial Analyst Journal, most explanations of the 2007–08 financial crisis are inconsistent with elementary principles of finance. The article explains the inconsistencies and suggests an alternative diagnosis that is (...)
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