Fixed income
UBS sterling rates head departs
Ian Hale left the Swiss bank in December
Structured products house of the year: UBS
Risk Awards 2025: bulked-up structuring team is more than just the sum of its parts
Credit derivatives house of the year: JP Morgan
Risk Awards 2025: Continued investment in credit has created a virtuous circle of growth, as cash products support derivatives, and vice versa
Derivatives house of the year: UBS
Risk Awards 2025: Mega-merger expected to add $1 billion to markets revenues, via 30 integration projects
BofA’s e-FX rebuild pulls it closer to rivals
Deploying its equities tech stack, bank seeks to get ahead of the pack with algo and e-FX offerings
Republican SEC may focus on fixed income – Peirce
Commissioner also wants a revival of finders’ exemption, more guidance for UST clearing
Yield curve chronicles: mastering fixed income in volatile markets
A series of four podcasts that examines fixed income investment strategies against a backdrop of economic uncertainty, potential rate cuts and market volatility
Boeing’s descent to junk doesn’t scare investors
Analysts and managers say market can absorb any selling pressure from potential downgrade
Are investors betting on Kamala or Donald? Neither
Hedge funds and others shun election-based trades and rely on existing hedges to guard against surprise market moves
Pricing and valuation systems 2024: market and vendor landscape
This Chartis report evaluates the comprehensive landscape of pricing and valuation systems, considering the unique demands of different financial assets, as well as their market dynamics and interdependencies and the technological architecture…
Regulators want to fix AT1s. Investors want restraint
Tweaking the instrument that regulators love to hate may be the only way to prevent its abolition
Recent volatility highlights tech’s vital role in fixed income pricing
MarketAxess’ Julien Alexandre discusses how cutting-edge technology is transforming pricing and execution in the fixed income market amid periodic bouts of volatility
The market liquidity of interest rate swaps
The authors investigate dynamics and drivers of market liquidity in Euribor interest rate swaps, constructing seven liquidity swaps using data from centrally cleared trades.
Iosco delays pre-hedging consultation to November
Review into controversial practice splits industry
Trends, challenges and opportunities in fixed income trading
Is 2024 the year of the bond?
Sovereign ‘greenium’ differs more than you might think
Term structure data shows wide variation in yields for green sovereign debt, argues economist
CP+ unveiled: accurate, real-time pricing for global credit and rates markets
Bond markets lack transparency, making it difficult for investors to value bonds and compare prices. This can lead to overpaying or missed opportunities. CP+, a real-time pricing tool for bonds, addressees these challenges by offering data on more than…
The squeezing middle: data shows Europeans taking on US foes
Dealer Rankings 2024: Barclays, BNP Paribas and Deutsche grab bigger share of the pie
Sustainable bond markets miss an options trick
A derivatives mindset could boost lagging sustainability-linked market, argues climate think-tank
Liquidnet sees electronic future for grey bond trading
TP Icap’s grey market bond trading unit has more than doubled transactions in the first quarter of 2024
FICC takes flak over Treasury clearing proposal
Latest plans would still allow members to bundle clearing and execution – and would fail to boost clearing capacity, critics say