Bloomberg: Banks face FRTB data and modelling hurdles
Eugene Stern, head of market risk product at Bloomberg.
Rates: The risk of weighting sovereign debt
By David Wigan.
Treasuries crunch: Sponging up Treasury liquidity
A considerable increase in trade failures, combined with falling volume and buy-and-hold strategies is creating a shallow market in US treasuries, making the October ...
Banca IMI: Lessons for europe
As europe braces for the impact of MiFID II’s transparency requirements on an illiquid corporate bond market, some traders are at an advantage. A panel of experts led by ...
Predicting the future by looking at the past
Mark Pumfrey, Liquidnet. Mark Pumfrey, Head of EMEA, Liquidnet says that drawing on past experiences can provide some guidance as to how a cause will take effect. In ...
