For several years leading up to the outbreak of the financial crisis, growth in the use of arbitrage collateralized debt obligations (CDOs) was explosive. In this paper, we discuss potential sources of...
Farid AitSahlia Warrington College of Business Administration, University of Florida The global financial crisis of 2007-8 illustrated the shortcomings of several modeling approaches in a dramatic fashion....
Policy-makers are terrified of hurting the banking industry's lending capacity, but are happy to constrain market-making - even though it could have a similar economic impact
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 Corporate bonds articles
Some buy-side firms are already calling it the great unwind – the migration out of the huge bond portfolios buy-side firms have built up in recent years, as rates eventually rise. But with dealers less able to play the role of liquidity provider, it...
Esma and EBA publish Euribor recommendations; Tel Aviv Stock Exchange launches lower-rated bond index; S%P Down Jones Indices launches real estate proxy
Hong Kong regulator to consult banks on new LCR this quarter and assess level playing field implications before deciding on whether to adopt a phased approach
A lack of liquidity is still providing problems for corporates looking to hedge – even in Hong Kong
Exchange-traded funds that give exposure to corporate bond indexes could face competition from total return swaps on the indexes, say market participants
Using non-financial corporate bonds instead of bank bonds to underpin structured products could encourage more investors to consider them, as it would help diversify the counterparty risk within a portfolio, say industry participants
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
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