Industry members discuss the growth of electronic trading of corporate bonds
Corporate bond and commodity derivative sectors are the prize
But strategy among highest returns this year
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Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
This paper quantifies and explains the valuation differences between credit default swaps (CDSs) and corporate bonds from a sample of European investment-grade firms. Based on all information gained through...
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...
Look beyond loans
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...
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 p...
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Turning borders into barriers
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.