Sovereign debt
EU short-selling ban hits liquidity, hikes uncertainty
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
FTSE and NSE announce first independent Kenyan sovereign debt index
FTSE Group and the Nairobi Securities Exchange have launched the first independently calculated Kenyan sovereign debt index, underscoring increasing investor interest in Africa
Fixing the flaw in sovereign CDSs
Fixing the flaws in sovereign CDSs
Spanish banks allowed to ignore default risk for sovereign bonds
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Dangerous embrace: disentangling bank and state
Dangerous embrace
Eurozone scenarios: political analysts give their views
Unknown quantities
Political risk
In depth: political risk introduction
Reviving securitisation: regulators send mixed messages
Reviving securitisation
Emerging markets debt is the 'beta of choice' for ETF investors
Exchange-traded funds that give investors exposure to emerging markets debt are increasingly popular and funds denominated in local currencies are also on the rise
iShares launches single-country eurozone debt ETFs
iShares is offering a play on uncertainty in the eurozone with the launch of eight ETFs that offer exposure to the sovereign debt of individual eurozone members
MSCI and Barclays partner to launch ESG fixed-income indexes
Link-up will allow institutional fixed-income investors to apply ESG investment strategies to their bond portfolios
HKMA strikes a cautious note on territory’s banking sector
Hong Kong Monetary Authority concerned about continued credit expansion in the territory and contagion risk from the European sovereign debt crisis
Fixed-income ETFs lure the bulls, despite outflows
Fixed-income slowdown
Cutting edge introduction: exploring constant maturity asset swaps
Exploring constant maturity asset swaps
Basel III commitment in question, says ex-committee member
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Stronger defences needed: stress testing a eurozone break-up
For a few dollars more
More sovereigns edge towards two-way CSAs - and clearing
Towards two-way CSAs
Danish and Latvian debt offices weigh two-way collateral
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
Eurozone scenario analysis goes microscopic
Familiarity breeds content
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Use of OECD ratings in US market risk proposals questioned
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Interest rate derivatives house of the year: Deutsche Bank
Risk awards 2012
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012