Fixed Income asset class
How to measure the intensity of the current financial and economic crisis? Regular monitoring of a number of economic and financial indicators helps answering this question and better understanding the materialization of panic behavior and portfolio reallocations in the (...)
His flagship, The Chenavari Multi-Strategy Credit Fund, posted 16 consecutive months of positive performances since its creation in 2007...
Inflation linked bonds are bonds whose principal is linked to inflation which allows their holders to protected against inflation as opposed to traditional bonds.
Eurex Exchange has recently set several new records in its Euro-OAT Futures. In August 2012, open interest exceeded for the first time the 100,000 threshold with 104,869 contracts. Trading volume in July also set a new record, both in average daily volume with about 19,600 (...)
As the market of spreads on Constant Maturity Swaps (CMS) had been reducing to almost nothing since the crisis, the new valuation methodology of PEL could be a booster ...