Sovereign debt
UK Treasury never analysed impact of risk weights for EU debt
Risk weight move seen as political threat to EU sovereign issuance to force Brexit equivalence deal
CIBC's Barbados woes incur $44 million capital charge
Sovereign credit risk-weighted assets jump 19% as Barbadian loans sour
'No-deal' Brexit would add risk weights to EU government bonds
HSBC has most sovereign exposures that could attract higher capital charges among big UK banks
Munich Re adjusts sovereign portfolio
Reinsurer clips US, UK, Italy holdings
Bond run hits UniCredit capital buffer, trading income
Bank rides rollercoaster of BTP price plunge
Credit data: Trump tax cuts have not hurt US states
Tax package is double-edged sword for US states, but credit has strengthened over past year
BAML replaces head of global rates
Gupta and Stanley named co-heads as Roberts exits
Sovereign risk manager of the year: Debt Management Office of Saudi Arabia
Risk Awards 2018: New DMO is building a benchmark curve that could spur local capital markets
Cracks in China shouldn’t be a reason to delay Bond Connect
Bond market initiative must go ahead, even amid cooling investor demand for debt
Are the GIPS sovereign debt markets efficient during a crisis?
This paper aims to analyze the efficiency of the Greek, Italian, Portuguese and Spanish (ie, GIPS) sovereign debt markets during crises: in essence, the recent global financial and sovereign debt crises
Doom loop reloaded: CRR II goes soft on sovereign debt
EC dilution of Basel liquidity and market risk rules could create new regulatory arbitrage
Doomed loop: Europe gets creative on sovereign bond risks
Political and prudential risks in huge bond-holdings force experts to consider new ideas
MUFG head criticises internal modelling restrictions
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
Sovereign risk manager of the year: SHCP
Mexico hedged against the oil price collapse while diversifying its debt investor base
SEC's White urges rules rethink for US Treasury venues
Current regime gives platforms easier ride on transparency
In-depth introduction: Bonds
Interplay between rules could reshape demand for government debt
The hidden risks in dormant Basel III bond rule
Growing sovereign bond portfolios face new risks and mixed messages
Sovereign risk manager of the year: IGCP
Portuguese debt office ensured clean exit from bailout while ending swaps disputes
ECB should focus on CDS spreads, not inflation
Eurozone quanto CDS spreads reveal market views on break-up risks
Scotland secession: would UK CDSs be affected?
Analysts split on crucial questions for CDS protection holders
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
FTSE and NSE announce first independent Kenyan sovereign debt index
FTSE Group and the Nairobi Securities Exchange have launched the first independently calculated Kenyan sovereign debt index, underscoring increasing investor interest in Africa
Fixing the flaw in sovereign CDSs
Fixing the flaws in sovereign CDSs