Senior risk manager says economy too fragile to remove filter
Stress tests expose flaw in formula to calculate volatility adjustment
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Sovereign bonds articles
Some supervisors pressing firms to risk weight sovereign bonds
High yields and low volatility driving comeback from core-Europe firms
Banca d'Italia proposes to allow its banks to ignore some government bond volatility
Your word is my bond
Irish bank capital numbers would filter out unrealised gains and losses on government bonds
Fixed income ETF launched at a time of volatility in the Indonesian domestic market
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 hav...
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...
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
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.