Up to 10 new names from under-represented sectors could be added to high-yield CDX index
Arbitrageurs have exited trades, leaving basis structurally higher
Monetary policy and regulation have amplified illiquidity, says IMF official
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Interest rate derivatives under jump-extended short-rate models have commonly been valued using lattice methods. This paper proposes a much faster and more accurate valuation method based on partial...
World Bank launches the first environmental structured product
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Long maturities and improved rating lure firms into Spanish gas scheme bonds
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Eleven EU states have agreed to implement a harmonised financial transaction tax, due to begin in January 2014. The tax has a huge extraterritorial reach, posing serious questions about its impact o...
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.