Sovereign risk weights under threat
Bank capital rules continue to regard government bonds as risk-free under many conditions. If politicians can’t convince them otherwise, regulators may have to change the rules – but could they do it without causing bond market mayhem? Duncan Wood reports
Prior to the financial crisis, the yield spread between Greek and German 10-year government bonds hovered between 20 basis points and 30bp. As Risk went to press, it was around 900bp. This is a different world – one in which the assumed homogeneity of eurozone sovereign risk has splintered, with markets becoming acutely aware of national debt burdens and growth rates, budgets and politics. It is a
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