Nordic banks to use protocol to benefit from longer deferral period
Self-identification of systematic internalisers in derivatives could fuel buy-side confusion
This paper borrows concepts from measurement, test and psychometric theories to explore the issue of credit ratings in the Mexican corporate bond market.
Bondholders face fresh uncertainty about European use of bail-in, critics warn
Through financial network analysis, this paper ascertains the existence of important causal behavior between certain financial assets, as inferred from eight different causality methods.
This paper provides an analysis of a broad spectrum of fundamental and nonfundamental indicators for crude oil prices.
Bond market initiative must go ahead, even amid cooling investor demand for debt
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
Both sides cite Fed data to support their interpretations of prop trading ban
This paper analyzes how the yield of government securities may be managed in order to save costs in the face of the risk of a liquidity shock.
German bank offers more detail on plans to retreat from derivatives and bond trading
Solvency II has pushed firms to run positive duration gaps
Clients face tougher reporting rules if dealers don’t become systematic internalisers
Buy side turning to ETFs and CDSs to meet exposure targets, switching them for bonds later on
Internal liquidity aggregator helps cut credit trading costs
Central banker calls for counter-cyclical leverage ratio and scrutiny of funds’ role
LiquidityMetrics uses buy-side questionnaire to measure liquidity in data-scarce bond market
Vendor signed up 150 buy-side clients in 2015, offering them a peek at previously hidden bond flows
Firm prices saw 'real end-users' flock to Bond Port in 2015
Dealers: we're 'sitting ducks' in Treasury market overrun by HFTs
Asian nation takes another step towards renminbi liberalisation
Up to 10 new names from under-represented sectors could be added to high-yield CDX index
Move is among most significant towards renminbi liberalisation since QFII, says StanChart
Arbitrageurs have exited trades, leaving basis structurally higher