A side-effect of tough bank capital rules could be the rise of dark pools for credit trading
More Credit markets articles
Normal service appears to be a long way from resuming in credit, as macroeconomic uncertainty continues to grip the financial markets.
Strengthening fundamentals in the US and continued uncertainty over peripheral European economies have given rise to the notion that the US and Europe are undergoing a decoupling process. Credit loo...
On a recent visit to New York, Credit met up with senior figures at three of the largest fixed income asset managers globally to hear their thoughts on where the US credit market is heading next and...
Despite spreads widening last month to more attractive levels, investors remain cautious on expectations of a prolonged period of volatility for the credit markets.
Liquidity – its origins and effects – have long exercised investors, but one thing is certain: banks are not the main source of liquidity, despite what they would have us believe.
Refinancing risk increases for Spanish banks as credit default swap (CDS) spreads widen dramatically for a third day running.
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.