Bonds
Portfolio allocation to corporate bonds with correlated defaults
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...
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),...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Bonds articles
Basel bonds Canada
The largest Canadian banks have banded together to share default data, making it much more likely they will all qualify for the most advantageous regulatory capital approach under the Basel II capital Accord.
Journal of Risk Volume 3 / Number 4, Summer 2001
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...
Margining the spread
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...
Bank Of England Proposes New Settlement System For Gilt Repos
The Bank of England (BoE) has released a consultative paper outlining new proposals for organising settlement in the soon-to-be-launched U.K. gilt repos and strips markets. According to the document, current Central Gilts Office (CGO) settlement systems...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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