Asset swaps
Euro swap spread volatility challenges Bund’s hedging role
German Bunds face scrutiny as euro swap spreads turn negative, forcing traders to rethink hedging strategies
Swaps basis leaps as LDI funds prep for Libor’s death
Gap between 30-year Libor and Sonia swaps surges 36% in three weeks
Negative swap spreads hit bank capital buffers
Portfolios of asset-swapped US Treasuries see mark-to-market losses of up to 20bp
Hedge fund interest drives Japan convertible bond issuance
Availability of asset swaps key to hedge fund demand for convertible bonds
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
Evolution of the liquidity exchange
Evolution of the liquidity exchange
Insurers urged to be cautious of long-term liquidity swaps
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
Sponsored forum: Inflation
Growth in an era of austerity
Cutting edge introduction: exploring constant maturity asset swaps
Exploring constant maturity asset swaps
Liquidity swap activity will be driven by bank funding needs, say bankers
Banks’ long-term funding needs will drive demand for liquidity swaps with insurers
Sponsored forum: US inflation derivatives
Encouraging growth in the US inflation derivatives market
Liquidity swaps face uncertain future as FSA consults on risk management
Liquidity swaps face uncertain future as FSA consults on risk management
US inflation market divided on huge 30-year Tips short
When Tips don't pay
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Inflation options popular as investors look for protection
Popular protection
Asset swaps continue to support inflation market
Linking to new sources of inflation
Cranking up inflation supply
Issuance assured