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 Bonds articles
This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility ofcorrelated defaults. Under fairly general assumptions for the distribution of thetotal net assets of a set...
Web-based electronic trading platform BondsInAsia is hoping to add Singapore and Hong Kong futures to its product range in the medium-term, according to the platform’s chief executive, Albert Cobetto.
BASEL – The Basel II bank capital accord could reinforce economic cycles to a greater extent than expected, according to a working paper issued today by the Bank for International Settlements (BIS), the so-called central bankers’ central bank.
Philippe Jorion University of California at Irvine This issue of the Journal of Risk marks the third year of existence of the journal. The journal is making good progress in its mission to disseminate academic and practitioner research into financial...
As credit markets become more efficient, the priority for fixed-income traders is todistinguish between default and liquidity risk in bond spreads. In the second liquidity themedpaper this month, Heikki Monkkonen, provides an empirical study of the bondliquidity...
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