Fixed income
Day of the Mifids: what happens on January 3?
Continued ambiguities in the rules could hit European market liquidity at the start of 2018
US hedge accounting changes could spur small bank swaps boom
Banks eye opportunities to claim hedge accounting treatment for fixed-rate portfolios and callable debt
Asia investors eye fund-linked structures amid US rate rises
Principal-protected fund-linked products on the rise as fixed-income investors seek safety
Banks tap equities and FX staff for fixed-income fizz
BAML, HSBC, RBC, StanChart among banks transferring e-trading know-how
Why Robert Almgren no longer trades using Almgren-Chriss
Co-author of popular model says market nuances are critical in optimal execution
BlackRock’s Prager backs unified fixed-income trading concept
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
DTCC’s $74 billion liquidity charge riles members
Some firms may stop clearing US Treasury trades if the CCLF is implemented
BrokerTec dominance ‘unhealthy’, says Nasdaq’s Shay
More clearing needed to improve US Treasury competition
Tools and techniques for safeguarding fixed-income portfolios
Sponsored webinar: FactSet
Redemptions focused within strategies suffering losses in 2016
Redemptions focused within strategies suffering losses in 2016
White paper: The financial paradigm shift
White paper: FactSet
Blockbuster banks eye Netflix success
Incumbents have big ideas – but lots of baggage
Systematic internaliser loophole ties Mifid in knots
Banks warn attempts to limit connections between SIs could undermine best execution
Smart beta managers face fixed-income paradox
The extension of smart beta ideas to fixed income is posing questions about how well risk factors are really understood
Late adopters: why buy-siders are sticking to RFQ
Asset managers have been slow to embrace alternative trading protocols in fixed income
Pricing in the dark: how dealers lost their information edge
Asset managers may have an information advantage over dealers in bond pricing
Now in 3D: buy side turning to new liquidity risk metrics
Industry moving away from outdated ways to visualise key risk
Eurekahedge data on individual hedge fund and FoHF performance
The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies
SEC’s White ‘deeply concerned’ about bond market illiquidity
Agency to publish report on regulation and market liquidity in May 2017
Trump victory: market whipsaw could spell exotics losses
Seesawing markets prompt speculation of big losses for structured product issuers
Clamour grows for US Treasuries clearing mandate
HFT default could destabilise interdealer markets, participants fear
Asset managers lead the charge for voluntary clearing
Voluntary clearing volumes jump 80% as non-cleared margin rules take effect
Flylets and invariant risk metrics
Kharen Musaelian, Santhanam Nagarajan and Dario Villani show how to build robust risk metrics for bond returns
Brokers woo new clients, try not to upset old ones
Broker rankings 2016: Swaps market still bifurcated, but boundaries are blurring