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How Bloomberg got liquidity seekers to trust its machine learning models
Recent liquidity squeezes have proved the worth of advanced models, argues the tech giant. Now the task is to explain their inner workings to machine learning sceptics
BlackRock plans use of corporate bond repo in new LDI fund
Holding corporate bonds would provide backup liquidity, lift returns
MassMutual exited inflation hedges in Q2
Counterparty Radar: Closure of $1.5 billion book dealt a blow to BNP Paribas’s dealer ranking
Iosco warns of leveraged loan ‘vulnerabilities’
As recovery rates plummet, report calls for clearer covenants and more transparency on addbacks
US vol experts hint at calm before storm in markets
Many buy-siders believe today’s relative tranquility in equities masks underlying fragility
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How Chenavari is adapting to an uncertain macro regime
Talking Heads 2023: Fund chief Loic Fery eyes rebalancing between public and private credit strategies
CLO managers tap captive capital for ‘uneconomical’ deals
Funds raised to comply with overturned risk-retention rule underpin 80% of new deals
Legal challenges loom for renewed US focus on Sifis
Lawyers say any FSOC attempt to designate systemic non-banks risks a repeat of MetLife case
Diversification is even better than a free lunch – study
Data back to 1926 shows that spreading bets brings higher returns as well as lower risk
‘The nature of stress propagation has changed’
Margin practices are spurring a squeeze on collateral during times of pressure. And non-banks are exacerbating these strains, argues BIS research chief Hyun Song Shin
Collateralised loan obligations
Creaky credit sparks ‘high’ dispersion in CLO pricing
Investors are becoming more particular when it comes to tranches and managers
Why CLO managers are agreeing to extend and amend
“There is no downside” to extending maturities, say CLO manager and investors
A CLO ‘grab’ for short-dated loans is buoying prices
Demand increases as record CLO numbers wind down reinvestments
US insurers face 15% capital hike for CLO equity next year
Insurance regulator agrees ‘compromise’ solution to delay increase until 2024
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
BNPP back in dealer top three for FX forwards with mutuals
Deutsche Bank, HSBC hit by cuts at Vanguard and Pimco in Q2
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