Foreign exchange
A liquidity haircut for hedge funds
Cutting edge: Liquidity risk
BIS report highlights asset managers' role in inefficient markets
The structure of incentive schemes may limit the ability or willingness of institutional asset managers to act as a natural counterbalance to mispricing, according to the Committee on the Global Financial System (CGFS) – a G-10 central bank forum that…
Associations send repo VAR protest to Basel Committee
US and UK industry associations have sent a joint letter to the Basel Committee on Banking Supervision expressing their "disappointment" that the multipliers for portfolio value-at-risk modelling of repo counterparty exposure will not be altered in the…
What everybody ought to know about this credit business
CDS guide: introduction
Role reversal
Mandatory convertibles
The ability to ‘trade rumours’
CDS guide: market indicators
CDSs as building blocks
CDS guide: new structures
The size of the CDS market
CDS guide: CDS growth
In a league of their own
Football securitisation
Credit – the sterling corporate bond market liquidity survey
Liquidity survey
Buyers and sellers of CDSs
CDS guide: market participants
The big freeze
Cover story
Which credits are covered by the CDS market?
CDS: the basics
Risks to the system
CDS guide: conclusion
Editor’s letter
Comment
Laying down the ground rules
CDS guide: documentation
Metronet
News
Bayer: a bitter pill to swallow
Credit of the month
Credit loses stars
People news
Sector roundup
Sectors
Moody’s debuts CDO reports
Credit tech