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
Taiwan insurers shun structured products amid low volatility and rates
Unsettling bankruptcy opportunities
Long maturities and improved rating lure firms into Spanish gas scheme bonds
Low yields and lack of liquidity are keeping international investors away from the Taiwanese baodao market
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...
CoCo bonds continue to provoke concern, despite clear investor appetite
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