Bonds
Fixed-income trading platform of the year: UBS
Firm prices saw 'real end-users' flock to Bond Port in 2015
Banks clamp down on pre-hedging over manipulation fears
Front-running concerns could leave market more exposed to liquidity risk
The fast and the furious: HFT in US Treasury markets
Dealers: we're 'sitting ducks' in Treasury market overrun by HFTs
China allows central banks to trade forex derivatives onshore
Asian nation takes another step towards renminbi liberalisation
Markit unveils new CDX index rules
Up to 10 new names from under-represented sectors could be added to high-yield CDX index
China opens interbank bond market to foreign central banks
Move is among most significant towards renminbi liberalisation since QFII, says StanChart
Bond-CDS basis trades have 'stopped working', hedge funds say
Arbitrageurs have exited trades, leaving basis structurally higher
Central banks must be 'market-makers of last resort' – IMF
Monetary policy and regulation have amplified illiquidity, says IMF official
Forex algos revive US rates trading at UBS
Rejigged algo behind doubling in volumes - Swiss bank aims to repeat trick in swaps
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Interest rate derivatives under jump-extended short-rate models have commonly been valued using lattice methods. This paper proposes a much faster and more accurate valuation method based on partial integrodifferential equations.
In-depth introduction: Bonds
Interplay between rules could reshape demand for government debt
Highlights from Isda's 2015 AGM
Risk.net's coverage of Isda's 30th annual general meeting
Thai debt office looks to help develop derivative market
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
Risk Italia Rankings 2014
Roller-coaster year brings turmoil and opportunities
Creating the right climate for green structured products
World Bank launches the first environmental structured product
Bond repack capabilities – Simplicity, security, independence
Sponsored video: Societe Generale
Structured products demand in Taiwan hit by low volatility
Taiwan insurers shun structured products amid low volatility and rates
Energy Finance House of the Year: SG CIB
Societe Generale enjoys 18 months of bumper energy finance deals
Banks battle for share of burgeoning Asia repo market
Basel III pushes US and European banks to Asia
EIB credit enhancement lures UK insurers to project bond
Capital efficiency of A3 bond tempts insurers
Hedge funds tread carefully around Detroit bankruptcy
Unsettling bankruptcy opportunities
KfW justifies exemptions from Emir
German government-owned development bank KfW managed to win an exemption from clearing and margin requirements under European derivatives regulation - a benefit not extended to its peers. Luke Clancy asks why
Insurer participation in testing European project bond debut ‘exceeds expectations’
Long maturities and improved rating lure firms into Spanish gas scheme bonds