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Putting low rates under a microscope
9 years ago
Cho-Hoi Hui suggests using a double square-root process with a non-linear drift term to capture recent near-zero interest rates more accurately when pricing corporate bonds -
The seatbelt sign has been turned off
10 years ago
Investors are learning to love airline bonds with aircraft collateral – but they may yet encounter turbulence. Euan Hagger reports -
Spotlight on asset-based lending: a tale of uncomfortable bedfellows
11 years ago
When senior lenders share security with asset-based lenders they fret about the increased risk of default and lower recoveries -
Growth in real money accounts drives CDS market flows
12 years ago
The credit default swap market has been transformed beyond recognition in recent years. We present the first ever league table of CDS counterparties by outstanding volumes. -
Energy dominates as global issuance surges
13 years ago
Global corporate debt issuance gathered pace in the third quarter, and then surged in September -
Launching a secondary CLO index
13 years ago
With CLO secondary trading becoming increasingly active, our new indices are there to track CLO prices -
Katonah woes put focus on public credit vehicles
13 years ago
Katonah Capital’s row with Deloitte, its auditor, and its restatement of the fair values of its assets, highlight the difficulty permacaps face in valuing illiquid assets -
Active CLO traders uncovered
14 years ago
Data from CLO Master reveals just how wide the gap is between some actively trading funds and their passive competitors
8 results found Showing page 1 of 1
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