Availability of asset swaps key to hedge fund demand for convertible bonds
US inflation markets have been through some major events in 2012, including the launch of open-ended quantitative easing and knock-on effects from the forced unwind of Greek asset swaps. Against a backdrop...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Asset swaps articles
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
Policy-makers in Europe and the UK are pursuing a policy of austerity, but calls for measures to stimulate growth are getting louder. Meanwhile, new execution and clearing regulations are coming into force. How are inflation markets responding to these...
New product design has been on the wane for the past few years, but there are still ideas floating around. This month’s technical section includes an article exploring a potentially interesting market – derivatives referencing asset swap spreads....
Liquidity swap market is expected to grow, but the European Central Bank's long-term refinancing operation has reduced demand for liquidity trades in the short-term, say bankers
There continues to be uncertainty about the direction of US inflation, particularly given the latest attempts by the Federal Reserve to stimulate growth, known as Operation Twist. This uncertainty is encouraging a broader range of investors and hedgers...
Firms looking to undertake liquidity swap transactions could face tough new regulatory requirements if FSA proposals, set out in a recent consultation paper, are carried out. Liquidity swaps provide banks with the opportunity to exchange illiquid assets,...
A big short position in 30-year Treasury inflation protected securities backfired at the end of June. Traders say the strategy – driven by the end of the second round of quantitative easing – made some sense, but the size of the bet didn’t. Mark...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
UK, 25th - 26th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps