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The rollover risks sovereigns are accepting in exchange for cheaper funding
It's not the juniors in capital markets who need protecting from obsolescence. They stand to benefit most from the deployment of AI
Investors and techniques are ready for development banks to scale up securitization rapidly
Risks in exchange-traded funds holding CLOs are real, but there could be scope to relax the rules
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In a surprisingly simple deal, Anglo Irish last week secured funding from a Swedish pension fund. But dealers — and Irish borrowers — should not get too excited: for many investors, Irish risk remains prohibitive.
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Sovereign bond markets have been a bigger and more volatile place this year. They are about to get bigger. Are investors right to be as flighty as the volatility suggests?
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While Crédit Agricole is to be congratulated on its cleverly engineered lower two deal priced on Tuesday, it goes completely against the grain of what Basel is supposed to be trying to achieve: a simpler banking system, with bank capital instruments that are easy for investors to understand.
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Lloyds Banking Group’s foray into yen denominated RMBS is a positive step for the market, but it’s also a reminder that the investor base remains highly concentrated.
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With local banks hampered in their ability to lend — particularly to financial sponsors — the buoyant European high yield bond market is rapidly proving to be the saviour of the region’s leveraged finance industry.
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In the second editorial about Switzerland’s plans for contingent capital, EuroWeek reasons that the Swiss market is the ideal place for the new CoCo revolution to take root.