Pimco
New inflation calculation clips buy side
Was it a rebasing of the European index, or just a change? Mismatch cost inflation receivers 16bp
Big funds muzzle their AI machines
Fears over interpretability, crowding and overfitting have put a damper on efforts to unleash AI for asset management
Do or die – asset managers take up data science
Firms are scanning an ocean of text and images, as well as big number sets, to grab an edge
Investors cheer debut Fannie SOFR note launch
Healthy demand could have been higher if S&P had approved benchmark
Pimco criticises LCH over SOFR plan
Senior official calls on CCP to follow CME and use SOFR for margin interest and discounting immediately
Banco Popular bondholders turn US spotlight on Santander
Discovery application could shift compensation focus to the buyer instead of the SRB
Pimco calls for urgency on Libor transition
Bond giant wants SOFR rate published “sooner rather than later”; BlackRock raises questions over liquidity
VM regime threatens explosion of small margin calls
Transfer threshold designed to avoid small payments is unworkable, critics claim
People: O'Hara departs as Credit Suisse global markets head
Barclays poaches another JP Morgan senior executive; Berman joins Citadel Securities; and Icap hire new regulatory affairs head
Ultra-short funds see opening in money market reforms
US asset managers aim to capitalise as investors move cash from money market funds
CCP basis market takes off – but will buy-side join in?
Dealers are encouraging asset managers to trade CME-LCH swaps
'Gamma trap' theory features in US Treasury meltdown report
Official post-mortem considers claims that options hedging amplified October 15 move
CME-LCH basis affecting choice of venue, say buy-siders
Pimco: price gap is now “material”; Eaton Vance says lowest cost is key factor
Price is sole factor in best execution – Pimco
Portfolio manager calls for tougher oversight of market-makers
Eiopa Insurance Stress Test – Should alarm bells be ringing?
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No flash crash: Paulson, Pimco and the US Treasury meltdown
Market’s big beasts played a part in wild and weird October 15 volatility
The case for active portfolio management
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Infrastructure supply falling short of insurer demand, say experts
Activity limited and dominated by a handful of firms
Tail-risk hedging – Improving the return on capital
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Pimco weighs use of interdealer order books
Fixed-income giant ‘looking at all possible venues’ in search for liquidity
Isda AGM: OTC trade reporting system in danger of fragmentation
The large number of trade repositories planned globally will reduce the quality of data, panellists warn
Pimco: Cleared for take-off
Pimco: Cleared for take-off
Exchange-traded funds provider of the year
Exchange-traded funds provider of the year