Government bonds
Japan: Initial margins on OTC clearing of forex swaps not desirable
Japan questions the current framework for clearing foreign exchange derivatives
Bank of Thailand: LCR horizon should be a maximum of seven days
Experience of the Asian financial crisis leads Bank of Thailand's deputy governor to question the LCR parameters
Interest rates house of the year
Interest rates house of the year
EU short-selling ban hits liquidity, hikes uncertainty
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
Korea insurers wrestle with duration mismatch on life books
Korea guidance
UBI sells strategy-based products to retail in Italy for the first time
UBI sells strategy-based products to retail in Italy for the first time
Fixing the flaw in sovereign CDSs
Fixing the flaws in sovereign CDSs
May sees US fixed-income ETP record despite flight from high-yield bond products
High-yield ETPs in the US experienced their first outflows since November 2011, but inflows into government bond products propelled May to a record-breaking month for fixed-income ETPs
ETF roundup
ETF roundup
Dangerous embrace: disentangling bank and state
Dangerous embrace
Political risk
In depth: political risk introduction
Reviving securitisation: regulators send mixed messages
Reviving securitisation
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Europe gets long and short ETFs on US and UK sovereign debt, with leverage
The first exchange-traded funds to offer daily leveraged exposure to US and UK sovereign debt have been listed in Europe
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
US dealers breathe easier as global uncleared margin rules take shape
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules
Cutting edge introduction: exploring constant maturity asset swaps
Exploring constant maturity asset swaps
Constant maturity asset swap convexity correction
Constant maturity asset swap convexity correction
Greek auction result could undermine CDS use
An early trigger is unlikely, but fears of distorted auction outcome remain – and could undermine the use of credit default swaps as a hedge, say market participants
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Bank risk manager of the year: JP Morgan
Risk awards 2012
Sovereign risk manager of the year: Dutch State Treasury Agency
Risk awards 2012