Risk Awards 2015: French and Italian bond contracts became popular hedges last year
Despite banks holding an overwhelming majority of the domestic bond market they are barred from participation in futures trading
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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RBS product links to Italian government bonds
The start of trading in bond forwards in China is a necessary step towards a more open market, but underlying markets are still too illiquid to allow other derivatives to be traded, said HSBC treasu...
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.