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Defaulting to dollars in volatile times denies the euro market the resilience it needs
Asset class could be protected by rising demand
Enslaved by interest rate volatility, we are all rates traders now
A corner of the UK market has provided one of the few pain trades so far since war broke out in the Middle East
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Two European FIG borrowers stepped into the subordinated debt market this week with markedly different trades. Allianz blazed into the dollar market, building a spectacular $11bn book for its $1bn perpetual subordinated transaction.
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Bank of Ireland’s return to covered bonds this week provided more evidence of the growing rehabilitation of peripheral borrowers in Europe’s capital markets. But that trend is a curious mix of the encouraging and the worrisome.
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The bank capital community — management, funding officials and investors — has had a tough time in recent years trying to get its head around a continually evolving set of rules.
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EuroWeek, along with a number of senior bankers, has warned for well over a year that if SSA borrowers failed to stop squeezing their dealers for everything they were worth, they would face dire consequences for their own borrowing needs.
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No matter what ECB president Mario Draghi might want to tell the Germans, the central bank’s OMT scheme is an all but tailor-made mechanism to provide Spain with the means to begin fixing its debt hangover.
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The once-legendary Belgian dentist, who epitomised the enthusiastic retail buyer of bonds in curious, now-forgotten currencies like the Luxembourg franc, is fading from Euromarket memory.