Asset managers have reported demand from clients for so-called unconstrained bond strategies; freeing them from the rigidity of managing to benchmark bond indexes. Credit talked to five leading inve...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Rob Davies articles
HSBC hires new trading heads for high yield and loans
Trading talk: June 2011
Battle over Basel
Investor profile: Glendevon King Asset Management
Don’t believe the hype – Jim Walker profile
Yield on new 2021 Senegal bond tightens over 100bp after issue; investors suggest there is room for further tightening
Despite previous announcements by European authorities that haircuts would not be imposed on investors in restructurings involving Eurozone sovereigns and banks before 2013, with each passing month ...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.