Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
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Market is too concentrated to cope with a default, participants warn
Global head of market risk at RBS says he is "way outside" his risk appetite
As 2012 drew to a close, UBS became the second bank to settle a Libor interest rate-rigging investigation, for a sum of roughly $1.5 billion. Royal Bank of Scotland (RBS) is expected to follow shortly,...
Corporate issuers of inflation-linked bonds have had to deal with a double whammy in the post-crisis years. First, the death of monoline-wrapped issuance slashed demand for their debt. Then, when companies...
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Risk awards 2012
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.