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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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Loans bankers have been dreading the effects of the Basel Committee’s strict guidelines for liquidity coverage ratios, fearing that they will restrict lending and push pricing up for corporate borrowers. But the Basel recommendations could have far more positive consequences that might just restore the market to its former glory.
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For borrowers, the loan market is getting easier all the time. Pricing is contracting, tenors are getting longer and fees are being cut. Some of this is positive, a sign of how much the market is improving. But banks must not let conditions slip too far. They should avoid a return to the heady days of early 2007.
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In the first of two editorials about Switzerland’s plans for contingent capital, EuroWeek argues that the country’s proposals to address the problem of too big to fail banks are a breath of fresh air in the disjointed international debate. Other regulators would be wise to study them closely.
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Europe’s corporate bond market has recently been skewed towards the long end as investors desperately hunt for yield. But the trend cannot last indefinitely.
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The FSA wants to stop insider information leaking into the press. Shutting down this market abuse is the right thing to do but the regulator’s plans are as ham-fisted as ever.
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By looking after banks’ senior bond investors, the Irish government has given itself a chance — albeit a slim one — of getting the financial system back on its feet.