Interest rates
Cutting Edge introduction: Sticky SABR
Quants develop a hassle-free model that can handle negative interest rates
Interest rates house of the year: Societe Generale
Multi-asset capability and broad reach boosted product development and range
The free boundary SABR: natural extension to negative rates
Antonov, Konikov and Spector adapt the popular SABR model to a negative rates environment
Korea insurers increase risk to counter falling interest rates
Loose monetary policy leaves firms with no option but to buy overseas assets
EBA rate risk guidelines ease deposit cap
Greater flexibility welcomed, but problems may remain for mortgage lenders
China rate cut boosts offshore structured product market
High-net-worth investors pile into dollar and commodity structures as PBoC loosens
Corporates eye cross-currency swaps as Euribor sinks
Cheaper swaps are encouraging some companies to chase lower debt costs
Finra maintains scrutiny of retail structured products
Regulatory body to focus on rate-sensitive products and protection for retail clients
Eiopa Insurance Stress Test – Should alarm bells be ringing?
Sponsored feature: Pimco
L&G predicts central bank divergence on interest rates
ECB rate cut to drive modest recovery in eurozone
Interest rates house of the year: Societe Generale
Societe Generale wins Structured Products interest rates award for Asia
Best in Indonesia: CIMB Niaga
CIMB Niaga wins the award for best in Indonesia
The creation of structured products and Societe Generale's role in this innovation
Sponsored interview: Societe Generale
Allocations shifting away from fixed income, says Mariner
Out-of-step central banks could give market pause for thought
Insurance firms look to time their volatility hedging
Firms consider the return of more volatile conditions
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