Liquidity
When did the JGB market become efficient?
Focusing on the deviation from the fair-yield curve, Koichi Miyazaki and Satoshi Nomura discuss the transition in efficiency observed in the Japanese government bond market and find out that the turning point was in 1996, when the Japanese repo market…
When did the JGB market become efficient?
Focusing on the deviation from the fair-yield curve, Koichi Miyazaki and Satoshi Nomura discuss the transition in efficiency observed in the Japanese government bond market and find out that the turning point was in 1996, when the Japanese repo market…
Seizing the hedge funds' day
The Carpe Diem Group is setting up to capture the growth of the hedge fund industry in a number of ways, not least of which is building a Swiss bank and listing on London's AIM
Kyte's helping hands and keen eyes
start-ups
Leverage, liquidity and concentration: the key aspects of hedge fund risk
funds of hedge funds risk management
Getting the Continental drift
us prime broking
Squaring the gearing circle
roundtable: funds of hedge funds leverage
How to snare a big fish
institutional investment
Champions of Europe
HFR european performance Awards 2004
Order Management Systems Clamp Down
Banks are looking to Order Management Systems to achieve compliance, settle trades and take advantage of liquidity. Are your traders ready for the coming Bull Market?
CME buys Liquidity Direct
The Chicago Mercantile Exchange (CME) has acquired Chicago-based Liquidity Direct Technology, a private company that owns a patent-pending system for trading complex options.
Basel paper outlines way forward for op risk insurers
The Basel Committee on Banking Supervision released a paper in August outlining what the insurance industry must do to design op risk transfer products, including insurance and capital markets products.
Cross-border conundrums
Credit Risk
Bank risk disclosure improving, says Basel Committee
A new report from the Basel Committee on Banking Supervision says that, overall, banks are improving their disclosure of credit, market, operational and other risks in their annual reports.
The Price May Not Be Right!
Significant events that occur after a market has closed—but before the fund is valued—may lead to consumers buying a fund at an incorrect price due to stale pricing.
Running on empty?
Cover story
Wake-up call for Basel’s insurance neighbours
With liquidity draining away from the credit markets, banks have turned to the insurance industry to underwrite credit risks. But how prepared are insurers and reinsurers to takethese risks?
Margining the spread
Liquidity risk
Breaking the silence
Liquidity risk