November’s US presidential elections are creeping closer, and the country’s banks are backing the Republicans. The American Bankers Association has contributed $1.4 million directly to the two parties,...
Regulators are talking about reviving the securitisation market as a solution to European bank funding pressures – and the door has been opened to counting mortgage-backed debt as a liquid asset. But...
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
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
The first exchange-traded funds to offer daily leveraged exposure to US and UK sovereign debt have been listed in Europe
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules. In doing so, it could also create a liquid asset...
New product design has been on the wane for the past few years, but there are still ideas floating around. This month’s technical section includes an article exploring a potentially interesting market – derivatives referencing asset swap spreads....
The current high volatility in government bond markets may lead investors to try to hedge their exposure to floating-asset swap spreads. Mario Pucci obtains an analytical convexity correction for the asset swap spread that is useful for pricing constant...
The credit derivatives market has not seen a year like 2011. Volatility was higher in the aftermath of the Lehman Brothers collapse in September 2008, but it focused primarily on financial names. Last year’s fear was less discriminating, encompassing...
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
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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