Sovereign debt crisis
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...
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Sovereign debt crisis articles
A panel of experts from BNP Paribas, BNY Mellon and Euroclear discuss the opportunities for collateral management, the availability of eligible collateral, and the impact of the sovereign debt crisis and looming regulation
A panel of experts from the Association of the Luxembourg Fund Industry, BNP Paribas Securities Services, DCG and Société Générale Securities Services convened to discuss the outlook for Luxembourg and the impact of the eurozone crisis, Ucits IV and...
Europe’s debt crisis could get worse, and some firms are looking for tail risk hedges in the foreign exchange market – but even magic bullets can backfire. Mark Pengelly reports
Commentators portray the markets as aggressively attacking European government bonds. David Rowe argues what is really happening is a buyers’ strike motivated by fear – and warns failure to recognise this could result in bad policy
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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