Fixed income arbitrage
Garth Friesen of III Associates outlines the role of options in fixed income relative value trading. Options strategies allow traders to customise exposures and manage downside risk
As the UK’s second-largest pension plan, USS has shown a strong commitment to alternatives. Investments into hedge funds provide an uncorrelated revenue stream that influences the overall portfolio....
Most hedge fund strategies had gains in August as markets were aided by announcements from the ECB and US Federal Reserve. CTAs/managed futures was the only strategy to record losses for the month.
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 Fixed income arbitrage articles
In an uncertain world, convertible bond arbitrage has much to offer in downside protection and potential upside. Greater volatility increases the opportunity set for this strategy to create value.
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