QE: A rush for the exit
Fixed income portfolios need to be reassessed in preparation for the end of asset purchasing programmes. Dan Barnes reports.
Quantitative easing has wound up an...
Crunching liquidity data
Sifting the sands of market data for gems of price and liquidity requires a build of mapping and analytical technology often beyond the resources...
The rise of the overlay
Derivative overlays are gaining popularity in offering portfolio managers and traders flexibility in tough markets. David Wigan reports.
Investment managers are expanding their use of...
MiFID II: New dealer economics
Explicit commission payments and a tabloid-style of attention-grabbing research are on the cards under MiFID II, as it reinvents investment economics in fixed income.
No-one...
Joeri Wouters: On the millennial trader
Balancing a trader’s discipline and the curiosity of the millennial generation is creating a strong approach to negotiating the evolving fixed income landscape.
What are...
Why is collateral not under pressure?
The repapering of CSAs may be taking precedent but collateral management is coming back on the agenda. Lynn Strongin Dodds reports.
Ever since the European...
What the regulators don’t know about spoofing
At least 5% of treasuries volume is self-trading yet the legality of these trades is unchecked. Dan Barnes, reports.
Self-trading is defined as a transaction in...
Mike Rosborough, CalPERS: On truth and transparency
Dating back to the 1930s, the California Public Employees Retirement System (CalPERS) is the largest pension fund in the United States. Mike Rosborough, senior portfolio...
Volcker repeal plans challenged
Ditching the Volcker Rule would have a limited effect on liquidity, but the enthusiasm for change exists. David Wigan writes.
The Volcker Rule has been...
Municipal mean reversion
Dealers are now committing more capital in the muni market but future tax reforms threaten buy-side demand. Chris Hall reports.
Is the US municipal bond...
