Is France losing its pluck?
In an interview with Credit, economist Nouriel Roubini talks about the danger that sub-par US and European growth becomes entrenched, and offers his views on whether Ireland and other peripheral Eur...
Success or failure of the Eurozone hinges on Germany ‘laying down the law’, according to chairman of Goldman Sachs Asset Management.
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Alex Monro articles
With banks cutting leverage, increasing capital and changing their funding models, they offer good value for credit investors.
Baby boom, baby bust
Profile: William Cunningham
The rise of protectionism
Government debt levels in peripheral Europe mean restructurings cannot be avoided, economist Nouriel Roubini tells Credit magazine.
New lows in gilt yields following last week's spending review have been seen by some analysts as a vote of confidence in the UK government's austerity plans. Other observers, however, say they refle...
State Street promotes Anderson to CIO of fixed income
Panellists in the Credit Institute forum on ‘Sovereign or Corporate, Global or Local’ said that corporates will drive credit growth in emerging markets, but investors cannot afford to ignore fin...
Fears for tiers
Out of ammo
All about the assets: Andrew Dalton profile
Chief strategist at CreditSights Louise Purtle warns that global deleveraging makes double-dip recession more likely than inflation.
Federal Reserve measures to boost economic growth pose the biggest risk to continued growth and to rational markets, says William Cunningham, global head of fixed income research at State Street.
US corporate restructuring and balance sheet improvements have drawn investor focus to corporate credit. But technical factors make financials look attractive.
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.