Fixed income
Dealers leave buy side guessing on Mifid trade reporting
Clients face tougher reporting rules if dealers don’t become systematic internalisers
Buy side backs call for US Treasury new-for-old scheme
A programme of bond exchanges could revive liquidity in off-the-runs
Bond funds use derivatives to buy time for bargain hunting
Buy side turning to ETFs and CDSs to meet exposure targets, switching them for bonds later on
Hedge fund H2O suffers $160m loss after Brexit shock
UK-based firm’s four macro funds hit by equity index and sovereign debt losses
Analysing exposure and risk in the 30 largest hedge funds
Risk most dispersed, but most extreme, in macro funds
Buy side is the barrier to all-to-all credit trading, says AB chief
Switzer calls current pre-trade transparency technology "awful"
Interdealer brokers embrace buy side as bank dominance slips
Tradeweb considers integrating interdealer and client liquidity pools
A bond consistent derivative fair value
This paper presents a rigorously motivated pricing equation for derivatives.
Institutional investor of the year: DoubleLine Capital
Combined exposure to smart beta index and actively managed fixed-income portfolio a runaway success
Fixed-income investing: The new world order
Sponsored feature: Lombard Odier Investment Managers and ETF Securities
Buy side turning to stress tests to manage liquidity
Asset managers look beyond quantitative metrics for hard-to-model risk
Barclays ousts head of rates trading
Yarian out after UK bank announces major shake-up of global investment banking operations
Market risk technology product of the year (buy side): MSCI
LiquidityMetrics uses buy-side questionnaire to measure liquidity in data-scarce bond market
Fixed-income trading platform of the year: UBS
Firm prices saw 'real end-users' flock to Bond Port in 2015
Managing the secured versus unsecured basis risk: Hedging with a secure benchmark
Sponsored feature: Eurex
FICC products house of the year: Crédit Agricole Corporate & Investment Bank
Rebuilt fixed-income business wins plaudits
All-to-all liquidity 'is not the panacea' – FIA panel
New trading venues seen as an alternative to dealer liquidity in OTC markets
Goldman Sachs nabs BNPP’s Asia fixed-income structuring head, and other recent job news
Job changes in the derivatives, regulation and risk industry throughout Asia
Eurekahedge data on individual fund performance – November 2015
The latest statistical information on top-performing FoHFs and hedge funds
Banks hope for Mifid reprieve on fixed-income research
Intervention by France, Germany, UK could bring about “more considerate treatment”
Liquidity events becoming more common, buy-siders claim
US Treasury market has seen eight intraday moves exceeding five standard deviations since 2012
AHL, ISAM unmoved by liquidity concerns
Quant hedge funds revamp algorithms since crisis, soothing liquidity woes
Central banks must be 'market-makers of last resort' – IMF
Monetary policy and regulation have amplified illiquidity, says IMF official
Financial industry cheers outcome of UK markets review
Dealers, customers and platforms welcome FEMR recommendations