Banca d'Italia proposes to allow its banks to ignore some government bond volatility
Fund manager Stratton Street suggests a better indicator of a government bond’s worth is its net foreign liabilities. It prefers Middle East and Asian sovereigns, particularly China, to US Treasuries...
Irish bank capital numbers would filter out unrealised gains and losses on government bonds
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Sovereign bonds articles
Detroit and its dealers have an agreement that could allow the city to exit its swaps at just 75% of fair value, but bond insurers want to see the deal killed off in court. Joe Rennison reports
Fixed income ETF launched at a time of volatility in the Indonesian domestic market
Bank capital numbers will be exposed to swings in the value of huge bond portfolios if a Basel III footnote appears in final US and European rules – and with interest rates still at record lows, the initial swing can only go one way. Lukas Becker reports...
This white paper deals with the implications of the case of NML Capital Ltd v Argentina. Although the decision applies specifically to sovereign debt contracts governed by New York law, it could have an impact on bondholders whose debt is not governed...
Assuming no change at the Federal Reserve’s month-end rate-setting meeting, February will be the fiftieth straight month in which the central bank has held its target rate at 0%. That’s a continuing headache for investors, which has been intensified...
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Link-up will allow institutional fixed-income investors to apply ESG investment strategies to their bond portfolios
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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