Interest rates
Council of Europe pushes full implementation date of Solvency II back to 2019
Full impact of Solvency II’s interest rate term structure will not be felt until seven years after the directive’s introduction
Deutsche snaps up structurer Chan from BarCap
Susan Chan has left Barclays Capital and will take up the role of head of equities structuring at Deutsche Bank from September 1
General short-rate analytics
Alexandre Antonov and Michael Spector present an analytical approximation of zero-coupon bonds and swaption prices for general short-rate models. The approximation is based on regular and singular expansions with respect to low volatility and contains a…
Life companies try to meet inflation-linked product demand
Inflated needs
Looking for true leverage
Looking for true leverage
Structured Products Americas: education still hampering market development
A little knowledge
Product performance
Product performance
FRN issuance on the rise, as investors go on defensive
An increase in floating rate issuance may be the start of a prolonged trend, as investors look for protection against possible interest rate hikes
Bank of Korea wrong-foots market with rate hold; questions raised on anti-inflation stance and bank NPLs
The Bank of Korea held interest rates yesterday in a surprise move which caught fixed-income traders who had factored in a 25-basis point rise by surprise. The move questions Korea’s efforts to tackle inflation and raises concerns that the central bank…
‘US monetary policy is abnormal and deviant’: Steve Hanke profile
Steve Hanke profile
Structured hybrid products prove popular in Korea
Reinforcing structures
Technology innovation of the year
Technology innovation of the year
Sponsored roundtable: Rate of change
Life & Pension Risk and roundtable sponsor Royal Bank of Scotland convened with industry leaders to discuss the future of the German life insurance sector as it faces low interest rates and a new regulatory regime
Inflation-linked structured products attract UK investors as risk appetite recovers
Inflation-linked structured products attracting UK investors
Inflation will pressure domestic-focused corporates, says BNP Paribas’ McAdie
Profile: Robert McAdie
Netherlands: Slow rebirth of the Dutch market
Netherlands: Slow rebirth of the Dutch market
BAML bumps up rates with Reynolds
Bank of America Merrill Lynch has hired Craig Reynolds as head of North American rates and made internal moves to beef up its rates business in Europe
Investors should be wary of two-speed economy, says BNP Paribas's Robert McAdie
Inflation could make developed market corporates vulnerable in the coming months, especially those with purely domestic revenues.
BarCap index captures systematic alpha from monetary policy
A new index that extracts value from the US dollar and euro yield curves by capturing the momentum in cross-market rate spreads has been launched by Barclays Capital.
German finance ministry to lower guarantee rates below actuaries’ projections
German finance ministry to lower guarantee rates below actuaries’ projections
Risk of prolonged rise in inflation spurs rate tightening talk
Inflated expectations
Inflation “momentum building”, warns AllianceBernstein's Husain
Q&A: Arif Husain, AllianceBernstein
Credit Suisse offers Swiss investors a very comfortable investment
Credit Suisse offers Swiss investors a very comfortable investment
Get back into risky assets this year, says BNP Paribas
Get back into risky assets this year, says BNP Paribas