Asset managers have reported demand from clients for so-called unconstrained bond strategies; freeing them from the rigidity of managing to benchmark bond indexes. Credit talked to five leading inve...
Eyeing Sweden's IFAs
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Features/Structured Products articles
A little knowledge
Contesting the index space
Making way for the money-spinner
Making good on bad assets
Don’t believe the hype – Jim Walker profile
The change to convertibles
Despite previous announcements by European authorities that haircuts would not be imposed on investors in restructurings involving Eurozone sovereigns and banks before 2013, with each passing month ...
Searching for an equilibrium
A foot on the property ladder
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.