Interest rate risk
Banks see clash in Basel's trading and banking book work
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Largest funds face more equity and credit risk six months on
But industry sees less interest rate risk and inversely exposed to volatility
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
EU insurance stress tests reveal industry vulnerability to ‘Japanification’
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
German banks attack Basel charge for banking book rate risk
Current plans unsatisfactory, says industry association
iShares offers shorter-duration ETFs as rate rise looms
Extracting interest rate sensitivity through bond-based ETFs
In-depth introduction: Interest rate risk
Banks, insurers and others all share a problem: anticipating rising rates
US regional banks prepare for rising rates
With regulators watching closely, US banks are reining in the duration of bond portfolios
Asia corporates hesitate to hedge out interest rate risk
Negative carry versus short-term rates is deterring firms from hedging
Hedge funds wary of betting on rates
Managers cite 2013 fixed-income rout as reason for caution
Yellen faces a logistical nightmare
The impending transition from Ben Bernanke to Janet Yellen at the US Federal Reserve is taking place at a particularly sensitive time, argues David Rowe – the new chair faces the logistical nightmare of unwinding a massive increase in the central bank’s…
Risk USA: Buy-side prepares for fixed-income storm
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
An evaluation of interest rate risk tools and the future of asset/liability management
Sponsored statement: Moody's Analytics
Insurers prepare for interest rate hikes
Rate of relief
Basel faces challenge on charge for interest rate risk in the banking book
Rates expectations
Basel Committee has work cut out on interest rate risk charge
Basel Committee taskforce starts work to develop a Pillar I charge for interest rate risk in the banking book, but some bankers and former regulators say the challenges will be too great
Lois: credit and liquidity
The spread between Libor and overnight index swap rates used to be negligible – until the crisis. Its behaviour since can be explained theoretically and empirically by a model driven by typical lenders’ liquidity and typical borrowers’ credit risk. By…
Regulatory concerns mount as Dutch insurers maintain guarantees
Race to the bottom
Insurance Risk North America: Insurers must 'break addiction to policy guarantees' in low-rate environment
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain