Experience of the Asian financial crisis leads Bank of Thailand's deputy governor to question the LCR parameters
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
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 Government bonds articles
Unable to hedge out the duration mismatch on their legacy guarantees, Korean insurers are turning to yield enhancement products in order to balance their life books
The UBI Protezione & Crescita 2017 represents a first for structured products in Italy
Good fortune ensured credit default swaps (CDSs) on Greek debt paid out at a level close to the actual losses suffered by bondholders in the country’s restructuring. But the market cannot rely on luck. Darrell Duffie and Mohit Thukral propose a redesign...
High-yield ETPs in the US experienced their first outflows since November 2011, but inflows into government bond products propelled May to a record-breaking month for fixed-income ETPs
Vanguard has made its entry into the European ETF market with the listing of five physically backed ETFs on the London Stock Exchange (LSE), on May 23. The funds are the Vanguard FTSE 100 ETF, the Vanguard S&P 500 ETF, the Vanguard FTSE Emerging Markets...
In the four months between the start of December last year and the end of March, Italian and Spanish banks bought more than €140 billion in government bonds – much of them issued by their domestic debt offices. They did it using the 1% loans offered...
Regulators want banks to hold more capital against government bond positions, but the regime is being changed at a time when the industry is the main source of demand for big eurozone issuers such as Italy and Spain. In addition, banks fear modelling...
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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