Tough environment for CTAs likely to end as interest rates start to rise
IMF chief economist says ‘three-speed’ global economy could be dangerous
In this paper we discuss operational risk modeling and consider a general Bayesian context incorporating information on market risk profile, expert opinion and operational losses, taking into account the...
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Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
In an interview with Credit, economist Nouriel Roubini talks about the danger that sub-par US and European growth becomes entrenched, and offers his views on whether Ireland and other peripheral Eur...
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Nomura chief economist Richard Koo warns the US and European economies face double-dip recession and a prolonged period of economic stagnation if stimulus is cut too soon.
US-led efforts to rebalance the global economy are in danger of foundering on Europe’s fiscal retrenchment drive. The result, warn economists, may be a global bond trap, whereby surplus liquidity ...
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