Government bonds
ETF roundup
ETF roundup
Dangerous embrace: disentangling bank and state
Dangerous embrace
Political risk
In depth: political risk introduction
Reviving securitisation: regulators send mixed messages
Reviving securitisation
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Europe gets long and short ETFs on US and UK sovereign debt, with leverage
The first exchange-traded funds to offer daily leveraged exposure to US and UK sovereign debt have been listed in Europe
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
US dealers breathe easier as global uncleared margin rules take shape
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules
Cutting edge introduction: exploring constant maturity asset swaps
Exploring constant maturity asset swaps
Constant maturity asset swap convexity correction
Constant maturity asset swap convexity correction
Greek auction result could undermine CDS use
An early trigger is unlikely, but fears of distorted auction outcome remain – and could undermine the use of credit default swaps as a hedge, say market participants
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Bank risk manager of the year: JP Morgan
Risk awards 2012
Sovereign risk manager of the year: Dutch State Treasury Agency
Risk awards 2012
Dealers call for ECB to buy inflation bonds as Italy faces exit from key index
Further downgrades for Italy would cause its inflation-linked bonds to drop out of a Barclays Capital index, prompting mass selling by fund managers, dealers fear
Eurozone debt writedown could cost insurers €143bn
Prolonged low interest rates could threaten insurers’ solvency, Swiss Re warns
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
Europe's democracy deficit contributing to crisis
The democracy deficit
Profile: Daniel Gros on political risk and Europe's debt crisis
Time for a European Monetary Fund
Sovereign debt crisis undermines LCR, critics say
Bankers at Eurofi conference in Wroclaw, Poland call for a wider range of assets to be eligible for Basel III's liquidity coverage ratio
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Market fragmentation "inevitable" if CPI-linked gilts issued, says DMO chief
Key question is to what extent fragmentation could affect liquidity of new instrument, says chief executive of the UK’s Debt Management Office
NYSE Liffe: one pot to rule them all
One pot to rule them all