Interest rates
Low yields and low volatility a growing bubble
Fed-sponsored low rate environment a ticking time bomb
Credit goes to forward rate spreads
Term structure of interest rates explained with a credit model
Pension funds weary of interest rates high-wire act
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
In-depth introduction: Interest rate risk
Banks, insurers and others all share a problem: anticipating rising rates
Dispersion predicted in fixed income returns
Managers disagree on diversification benefits of fixed income absolute return
Structured product sales approach pre-crisis highs in Spain, say bankers
Falling deposit rates and positive returns boost sales
Liquidity concerns over moves to reform Indian benchmark rates
India becomes latest Asian jurisdiction to move to a market benchmark
Fed action need not stymie credit strategies
Presenting an outlook for 2014, Putri Pascualy of Paamco says there are more legs to alternative credit strategies
L&G blames low interest rates as it quits UK retail structured products
Legal & General exits the market following a reported decline in sales, putting an end to its distribution of Barclays-backed plans
Differential rates, differential prices
Differential rates, differential prices
Fear the repo: funds face up to rate-contingent liquidity risks
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften the blow, rather than relying on a repo market that could…
German insurers respond to ZZR reserve squeeze
That sinking feeling
Interest rates house of the year – BNP Paribas
Interest rates house of the year
Falling rates slash coupons and extend tenors
Game changer
Interest Rate Derivatives House of the Year – BNP Paribas
Asia Risk awards 2013 winner: BNP Paribas – Interest Rate Derivatives House of the Year
Eurozone collapse remains top threat for insurance industry – Swiss Re chief economist
Policy mistakes could still kill economic recovery, Insurance Risk Europe conference hears
Rates volatility buoys hopes for currency forwards desks
Going forwards (checking backwards)
The great unwind: Buy-side fears impact of market-making constraints
Some buy-side firms are already calling it the great unwind – the migration out of the huge bond portfolios buy-side firms have built up in recent years, as rates eventually rise. But with dealers less able to play the role of liquidity provider, it…
Libor scandal makes it tougher to hire forex traders
Banks are staffing up for a livelier foreign exchange forwards market, but taint of Libor rigging is limiting pool of new traders
Absolute Volatility Arbitrage Plus: Amundi Asset Management
13th Annual European Single Manager Awards 2013
G7 Fixed Income Fund: Aviva Investors
13th Annual European Single Manager Awards 2013
SABR goes normal
SABR goes normal
Lois: credit and liquidity
Lois: credit and liquidity