Switching to swaps
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
The Retail Distribution Review is already having an impact on structured products in the UK if new products launched this month are anything to go by
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Gilt articles
Q&A: Arif Husain, AllianceBernstein
Correlation between inflation and real estate investment can be negative in the short term but almost perfect on a long-term time horizon
UK investment firm insists ABS offers better value then unsecured bank debt, despite its damaged reputation.
New lows in gilt yields following last week's spending review have been seen by some analysts as a vote of confidence in the UK government's austerity plans. Other observers, however, say they refle...
Products are still being influenced by the pricing environment and despite a couple of spicy options most of the products seen this fortnight are safe repeats
Index-linked bonds are where investors will find value as the effects of the financial crisis unwind, advises founder of Ruffer LLC.
Governments issued sovereign bonds like they were going out of fashion in 2009. In many countries, extensive recapitalisation programmes for domestic banks and other measures of economic stimuli have had...
In an interview with Credit, Pimco's chief investment officer says the UK is "stretching the limits" with its quantitative easing programme. Since its formation in 1971, global investment firm Pimco,...
Morgan Stanley has launched a new UK government bond backed plan and re-issued three other plans, one of which is the third in a series of Gilt-backed issues, designed to mitigate counterparty risk.
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.