Interest rates
Mean reversion, multi-alpha risk allocation and wine lead the way in new indexes
The likely methods that G-7 governments will employ to tackle their public deficits and introduce debt sustainability may end up diminishing their influence on the world economy.
As investors seek protection against interest rate rises, Bank of America Merrill Lynch and Morgan Stanley are among the banks responding with rates products offering minimum returns.
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Interest rates articles
Longer tenors are proving attractive to investors hunting for yield as low interest rates prevail in the US
For its continued expansion in China and South Korea as well as its established business in Japan, Numerix is the Structured Products Technology Provider of the Year for Asia
Chilean distributor Banchile has two distinct types of client, for which it offers very different products – capital at risk for high-net-worth investors and capital protected for retail. The protection comes with a twist, however, and can use complex...
FOMC officials’ pessimism about conditions highlights challenge central bank faces in fulfilling its dual mandate
Gary Davis takes senior role in credit and rates group.
Setting up a business just before a global financial crisis hits is not ideal, but Robert W Baird’s structured products business, set up in 2007, has survived the turmoil by sticking to conservative products and avoiding the more complex deals offered...
Designing structured products that are viable, attract reasonable fees for issuers and are attractive investments for the buyer is a constant challenge. Once a product has been priced and hedged, it has to be risk-managed during its lifetime. Hedging...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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