Interest rates
The CMS triangle arbitrage
A dislocation between options on constant maturity swap rates and spreads in 2009 led to a static arbitrage opportunity. Here, Paul McCloud shows how this can be detected, and how a copula-based model...
Despite a near-impossible pricing environment, issuers continue to offer investors returns on FTSE 100-based products, with a few surprise exotics.
Current interest rate environment poses serious lapse risk
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Interest rates articles
Asia Risk Congress 2010: ING risk head admits mispricing variable annuities...
Industry has underpriced variable annuities, conference hears
Capital preservation the key in the Middle East, says Ahli United Bank
Drastically low interest rates coupled with high implied volatility in turbulent financial markets have made structuring a product in Bahrain a difficult task. Magda Ali talks to Ahli United Bank's Raghid Mneimne about the feasibility of capturing a secure...
Index round-up: Barclays offers mean reversion
Mean reversion, multi-alpha risk allocation and wine lead the way in new indexes
The consequence of government debt reduction strategies: Toby Nangle...
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.
Fears of rising interest rates spurs switch and floored note issuance
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.
US wrap: Structurers deploy longer maturities to tackle low interest...
Longer tenors are proving attractive to investors hunting for yield as low interest rates prevail in the US
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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