Interest rate risk
iShares offers shorter-duration ETFs as rate rise looms
Extracting interest rate sensitivity through bond-based ETFs
In-depth introduction: Interest rate risk
Banks, insurers and others all share a problem: anticipating rising rates
US regional banks prepare for rising rates
With regulators watching closely, US banks are reining in the duration of bond portfolios
Asia corporates hesitate to hedge out interest rate risk
Negative carry versus short-term rates is deterring firms from hedging
Hedge funds wary of betting on rates
Managers cite 2013 fixed-income rout as reason for caution
Yellen faces a logistical nightmare
The impending transition from Ben Bernanke to Janet Yellen at the US Federal Reserve is taking place at a particularly sensitive time, argues David Rowe – the new chair faces the logistical nightmare of unwinding a massive increase in the central bank’s…
Risk USA: Buy-side prepares for fixed-income storm
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
An evaluation of interest rate risk tools and the future of asset/liability management
Sponsored statement: Moody's Analytics
Insurers prepare for interest rate hikes
Rate of relief
Basel faces challenge on charge for interest rate risk in the banking book
Rates expectations
Basel Committee has work cut out on interest rate risk charge
Basel Committee taskforce starts work to develop a Pillar I charge for interest rate risk in the banking book, but some bankers and former regulators say the challenges will be too great
Lois: credit and liquidity
The spread between Libor and overnight index swap rates used to be negligible – until the crisis. Its behaviour since can be explained theoretically and empirically by a model driven by typical lenders’ liquidity and typical borrowers’ credit risk. By…
Regulatory concerns mount as Dutch insurers maintain guarantees
Race to the bottom
Insurance Risk North America: Insurers must 'break addiction to policy guarantees' in low-rate environment
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
Reinsurers urged to expand equities allocation amid 'fixed-income bubble' fears
Flight to fixed income exposing reinsurers to low yields and interest and inflation risks
UK banks face up to SME swap misselling claims
Sales of the unexpected
Sponsored roundtable: Solvency II and the economic environment – The effect on Italian insurance
Solvency II and the economic environment – The effect on Italian insurance
US focus: Q&A with Gideon Pell, New York Life
‘Capital is like a reservoir’
Pension funds urge US Congress to act fast on debt-ceiling deal
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Video: De-risking pension liabilities
Emanuel Eftimiu speaks to Kelvin Wilson, associate director, Grant Thornton about defined pension fund liabilities and what they mean for private equity buyers.
Asian investors broaden their exposure as they seek diversification from the US dollar
Asian investors broaden their exposure as they seek diversification from the US dollar
Vigilance needed to prevent curse of inflation in Asia
The curse of inflation
Japan disaster has broad impact across asset classes
Race to de-risk