Swap Spreads: Analysis, Challenges and Outlook (Amundi)
How can investors interpret the growing volatility of swap spreads and their structural distortions?
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Update on Europe’s Securitisation Revival – Where to from Here? (PGIM Fixed Income)
With Germany’s fiscal expansion and U.S. tariff effects framing the backdrop, at the latest Eurofi conference in…
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CLOs: Yield Generation with Less Correlation (Nuveen)
Bated breath gives way to a sigh of relief … for now.
Avoiding Kindleberger’s Trap: A Dollar Coalition of the Willing (VoxEU)
In the event of dysfunction in dollar funding markets, the Federal Reserve can supply liquidity through standing…
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What to make of the recent volatility episode?
Markets have suffered recently a sudden return of volatility...
Solutions for a New Market Order
Integrating alternative solutions to maximise risk-adjusted returns and maintain liquidity.
Derivatives and Market Liquidity
This collection of research brings together theoretical and actionable insights on two…