Drop in ECB AAA curve will also affect German insurers’ guarantees reserves
Based on 200 years of annual data from the Netherlands, Germany, the United States and Japan we analyze the mean reversion of long-term interest rates using unit root tests over rolling windows and taking...
PrinceRidge Group distributes structured products to a client base that includes leading broker-dealers across the US. Yakob Peterseil talks to managing director Joe Castelluccio about what he has learned...
More Yield curve articles
Judging whether high yield debt is fairly valued can be done using median spread curves.
UK government bond yields are likely to spike in the event of a hung parliament in the country’s general election on May 6, market analysts have warned. “The expectation is that a hung parliament would be negative for gilts as it would be difficult...
Yield curves for sterling, the euro and the dollar are the steepest they have been for well over a decade, leaving companies with outstanding fixed-rate debt and large amounts of cash on balance sheets facing significant negative carry. Many corporates...
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.
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