Swap spread inversion contributed to derivatives losses of $2.7 billion in 2015
Hit film will allow more people to have an informed dialogue on regulation, free markets, finance and opportunity
Credit player launches Ucits European vehicle and eyes '40 Act funds
Risk Awards 2015: Critics challenged to look at the data by fund branded ‘not rateable’
This paper contributes to the literature about estimating asset correlation in two ways. First, we compare the performance of different estimation approaches in a simulation study.
Legacy non-agency market benefits from anticipated payouts
Hedge funds have been keen buyers of the new mortgage risk-sharing deals issued by Fannie Mae and Freddie Mac, but as spreads have tightened, worries about leverage have grown. Some now argue mortgage finance requires a more stable source of capital....
Sponsored forum: State Street Global Exchange
Performance and asset flows of securitised credit products have combined to make this group one of the most profitable for investors and hedge fund managers. But there are now signs of waning interest
Underlines growing strategic importance of infrastructure bonds and MBS, finds survey
Five years on, how much do we actually know about the op risk impact of the crisis?
Some buy-side firms are already calling it the great unwind – the migration out of the huge bond portfolios buy-side firms have built up in recent years, as rates eventually rise. But with dealers less able to play the role of liquidity provider, it...
Walks and talks like a multi-strat
Finer focus needed
Despite a spectacular run-up in prices since 2010, US residential mortgages continue to offer strong opportunities for hedge funds. Investors should continue to see gains throughout 2013
The BoJ's latest inflation targeting weapon could challenge its balance sheet strength
Structured Products Asia Awards 2012
UBSGAM settles SEC mispricing charges for $300,000
Risk awards 2012
Bank mis-sold mortgage-backed securities to credit unions, regulator says
Top quant says a CVA model that is 80% accurate but takes 20% of the time is "very attractive"