Interest rates
Interest rates house of the year
Interest rates house of the year
Trade of the month: reverse convertibles
Trade of the month: reverse convertibles
Trichet bows out with new bond purchase scheme
Jean-Claude Trichet unveils a new covered bond purchase scheme; ECB governing council also agreed to hold interest rates and support Jörg Asmussen for governing council post
BoE injects £75 billion to save stalling economy
Bank of England Monetary Policy Committee votes for further round of quantitative easing; increases size of asset purchase programme to £275 billion
Interest Rates House of the Year
Interest Rates House of the Year
Basel III liquidity rules shaking up the corporate deposit market
Deposit(ive) thinking
Banks turn to dynamic algorithm-based structures to exploit interest rate cycles
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
Barroso calls on eurozone to speed up completion of EFSF legislation
EC president calls for urgent action on bailout mechanism, but analyst says it could be months before the EFSF is legally allowed to purchase government bonds on the secondary market
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