Fixed income absolute return products have proliferated recently but how will these funds stand up to the test of a falling yield environment?
Lower rates and the end of the bank 'deposit wars' in Spain have been positive for structurers, but creating attractive products with full capital protection remains a challenge
India becomes latest Asian jurisdiction to move to a market benchmark
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More Interest rates articles
Legal & General exits the market following a reported decline in sales, putting an end to its distribution of Barclays-backed plans
Collateral agreements and funding costs affect derivatives prices through discounting and adjustments. But if the borrowing and lending rates aren’t equal, the situation becomes even more complicated. Fabio Mercurio shows that buy and sell prices diverge,...
On March 22, 2013 a CFS Conference on Operational Risk (Management and Measurement) took place at the House of Finance at Goethe University in Frankfurt, Germany. It was organized jointly by the Center for Financial Studies (CFS) at Goethe University...
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften the blow, rather than relying on a repo market that could...
Rising interest rates are melting German life insurers’ hidden reserves and piling pressure on firms to rethink strategies to finance the ZZR, a ballooning regulatory reserve they have to hold against products offering high guarantees. Hugo Coelho reports...
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.
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