Top Section/Ad
Top Section/Ad
Most recent
Where do investors look when JGBs and USTs are no longer reliable?
Asian buyers driving callable SSA market have resurfaced in public benchmark deals
Public sector issuers have become more flexible when executing cross-currency interest rate swaps
More articles/Ad
More articles/Ad
More articles
-
Bond deals used to be executed by lead managers and co-managers. Then came passive and active bookrunners. Global co-ordinators were then thrown into the mix. And then this week, that role was split into passive and active distinctions on Tullow Oil’s €650m seven year non-call three year deal. These job titles are making less and less sense. -
Uber’s self-syndicated leveraged loan is not just another example of big tech’s ambitious approach to the capital markets but a tribute to the hot credit markets that make these efforts fruitful.
-
Secondary trading platforms for non-performing Schuldscheine provide a compelling answer to some fundamental questions often levelled at the market — and observers should follow their developments enthusiastically.
-
Italian elections are typically exaggerated and flamboyant affairs with a full cast of colourful, and occasionally repugnant, characters. Investors and banks are right to insist that Italy’s recovery is strong enough to put aside misgivings about the country’s politicians, but they should keep an eye on Sunday’s events regardless.
-
When the equity markets had a severe wobble in the first half of February, corporate bonds spreads widened, but only marginally compared the wild swings seen in the equity markets. Spreads are still at some of the lowest levels ever seen. Issuers would do well to remember that in coming months.
-
GlobalCapital understands the Swiss Exchange is considering changing the way a bond becomes eligible for the Swiss Bond Index. This will not only be a significant development, but a welcome one.
