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With billions of funding to be done, it will serve hyperscalers well to be less ambiguous
Borrowers moving between the two markets create opportunities for both
Where do investors look when JGBs and USTs are no longer reliable?
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Investment bankers are not always the most charitable people. Any slip-up on a deal can be seized on by rivals and exploited, to further their own desperate ambition for the issuer’s next mandate.
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Yield-hungry ABS investors are snapping up bonds backed by the UK equivalent of subprime mortgages. But there’s no cause for alarm. UK non-conforming RMBS is very different from the toxic US subprime sector at the root of the 2008 crisis.
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A new round of economic reforms is due from Spain and there is now the tantalising possibility of an Italian government being in place by next week. But can peripheral yields fall any faster than they already have? The way they have ratcheted in over the last few months, it is quite possible that we have seen the last chance to take any sort of real value from them.
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Long have leveraged loan specialists prayed for the collateralised loan obligation market to come back from the dead.
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Accountants are the astrologers of the modern world. Crouched among their foot-thick tomes of lore, they etch out arcane charts and tables designed to uncover hidden truth — and foretell the future.
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The buyside is full of the joys of spring. Giddy from LTROs, QE and the merest suggestion of unlimited quantities of OMTs, global investors are in euphoric mood, falling in love with almost every new issue that comes their way, seemingly blind to the grim reality of the global economy.