Quantitative easing (qe)
Fixed income absolute return products have proliferated recently but how will these funds stand up to the test of a falling yield environment?
We give a detailed account of correlations between credit sector/quality and treasury curve factors, using the robust framework of the Barclays POINT Global Risk Model. Consistent with earlier studies,...
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Quantitative easing (qe) articles
Welcome to the first issue of the third volume of The Journal of Investment Strategies. In this issue you will find four papers, covering investment performance analysis, alternative investment strategy design, optimization of derivatives strategies,...
The US Federal Reserve’s tapering of quantitative easing is unsurprisingly the single most important factor anticipated to affect the global economy, but structural reform in China and Japan is also tipped to play a major role
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
It is not hard to conceive of a scenario within several years of another asset-price bubble and a subsequent collapse. Could the monetary authorities lose control of the system, asks Anthony Limbrick
The surprise decision by the Federal Reserve last month not to scale back its quantitative easing programme will create more volatility, says economist
Emerging markets are much better prepared to deal with foreign investment outflows, says Securities Commission Malaysia chairman
The yen has become more range-bound following its dramatic fall earlier in the year, creating a lull in FX market activity during the western summer weeks
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.