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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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The message, according to peripheral sovereign funding teams and European politicians, has been: “Crisis? What crisis?” Bond investors might put it another way: “Progress? What progress?”
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Allowing banks a longer transition period to bolster their balance sheets is a small price to pay for retaining strong prudential standards in the long term. The Basel Committee has got its priorities straight.
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Portugal remains locked out of the capital markets, even as conditions improve for its neighbour. But until the sovereign braves the syndicated market, little will change.
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A Spanish revival for securitisation remains tantalisingly out of reach, despite the country’s banks making impressive progress in the senior and covered bond markets in recent weeks.
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Investors may have been ripping new bond issues out of dealers’ hands and then watching them rally all summer long. But this is no time to be complacent if you’re on a syndicate desk or in DCM: there are rumblings of mass movement afoot, and even of job losses.
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After a false start at the beginning of the year, the hybrid corporate bond market looks set for a comeback in the coming weeks with three deals already in the works and more said to be coming. While this sudden glut of supply is somewhat coincidental, it could not come at a better time and the deals should fly.