- Advances in Risk Management
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- 24/Nov – IGM Resins Moves Italy Division into New Laboratory, Offices
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Bonds are removed if their yields deviate by more than twice the standard deviation from the average yield in the same maturity bracket. Afterwards, the same procedure is repeated. The spot, forward and par yield curves, and their corresponding time series, are calculated using two different datasets reflecting different credit default risks. Please refer to the yield curve technical notes file for further technical details. The content of this website section, including yields, prices and all other data or information, is made available by the ECB for public information purposes only.
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Will the Fed and ECB start adopting less accommodative policy stances? Tuesday, September 13, Death of the Portfolio? Wednesday, August 31, The Coming of Reflation Despite measures taken by central banks to stimulate economic growth, inflation is well below target in all developed countries. Tuesday, August 23, What Peak Profits Mean for Markets Corporate profits of listed companies around the world are declining after nearly two decades of growth relative to total output.
Thursday, August 11, Time for something different? Time for something different? Tuesday, August 02, Productivity is Everything John Lambert, investment director, discusses the changing landscape for productivity gains and what impact that will have on living standards.
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Thursday, July 14, Caution warranted as stocks and bonds both rally Caution warranted as stocks and bonds both rally. Tuesday, June 28, Japan — Keep it Simple Ernst Glanzmann, head of Japan equities at GAM, explains why he believes only old-fashioned, bottom-up, long-term investing leads to sustainable outperformance. Thursday, June 23, Investor Brexit Risk Nearly two thirds of investors see Brexit as the biggest risk to the global economy over the next year.
Wednesday, May 18, Off the Beaten Track Subordinated debt — worth a look for yield-starved investors. Tuesday, May 10, Diamonds Regain Sparkle Few investments can evoke such powerful emotions like diamonds.
Advances in Risk Management
Friday, April 15, Focus On Capital Preservation Following the sharp recovery of global equity markets and other risk assets since mid-February, the committee expects a period of consolidation to ensue. Thursday, April 14, Three Lessons from the Titanic The sinking of the Titanic on 14 April offers an opportunity to reflect on financial markets and the surveillance of the risk tolerance needed. Wednesday, April 13, Oil: The Turning Point is at Hand Roberto Cominotto is convinced that a sustainable turning point in the oil market is within reach, thanks to the decline in US production.
Tuesday, April 12, The Comeback of Value Hans Ulrich Jost, investment manager for European equities, explains why he believes that value stocks have finally started to stage a comeback after years of underperformance versus growth stocks. Monday, April 11, Made in Japan: The Future Belongs to Robots Ernst Glanzmann, investment manager for Japanese equities, takes a closer look at companies based in Japan, in particular manufacturers in the robotics and automation technology sectors, which are benefiting from increasing demand from emerging economies. Tuesday, March 29, Cloud: Why Bother?
Wednesday, February 24, When Politics and Markets Collide Julian Howard, Investment Director, looks at the influence of political risks on financial markets and how investors should factor these risks into their investment strategy. Tuesday, February 16, China Confidence Crisis Chinese markets had a weak start to the year in line with the sell-off in most global risk assets in January. Tuesday, February 02, China Monkey Business? Tuesday, January 26, Brazil — Opportunity Among Upheaval Brazil had a torrid on all fronts, with no short-term cures in sight.
Friday, January 22, Handling the Bear Market Markets have had one of the worst starts to the year in recent history. Tuesday, January 19, Beyond Macro - Outlook for European equities Niall Gallagher, investment director, shares his views on why he remains bullish on European stocks.
Tuesday, January 12, Franc Shock 2. Thursday, January 07, Darkness Before Dawn If an emerging market equities manager told you that the latest pullbacks have provided all the more reason to enter the market, would you roll your eyes? Tuesday, December 22, The Dangerous Allure Of Dividends Dividend-paying stocks are attractive in a world of near-zero interest on bond investments. Thursday, November 26, Why can't I use my smartphone for longer?
Part 1 Investors and managers are concerned with "fat tails".
Tuesday, October 27, Energy Bull Market? Roberto Cominotto comments on the outlook for oil prices. Friday, October 23, The third quarter proved to be the worst quarter for risk assets in several years The third quarter proved to be the worst quarter for risk assets in several years. Friday, October 23, Drug pricing threat? Thursday, October 22, Unwise to Rely on Central Banks As markets hop back and forth on rate decision hype, Larry Hatheway, Group Chief Economist, urges investors not to tie their asset allocations to market performance, but rather base them on alpha-generating good judgement.
Tuesday, October 13, The Internet of Things — how investors can benefit Mark Hawtin, Investment Director, explains what the internet of things is all about and how it changes our lives and the world around us. Monday, September 28, Subordinated debt should work well in a rising rates environment Interview with Gregoire Mivelaz, fixed income manager at Atlanticomnium S.
Publications - African Financial Markets Initiative
Friday, September 25, How open is the Internet — and does it matter? Tuesday, September 15, Characteristics of the New Normal With alpha being the key performance differentiator, Larry Hatheway, Group Chief Economist, looks at investing in a world firmly entrenched in the new norm of subdued growth, low inflation and accommodative monetary policies. Monday, September 14, No more 'tech-no' in the UK Tech-sector developments suggest Britain is ready to shed its uneasy relationship with innovation.
Tuesday, September 08, Rising wages vs. Friday, September 04, Volatility and correlation reign in August Industry Update - Hedge Fund Performance August Friday, August 28, Emerging markets are not all alike - selection offers attractive fixed income opportunities Enzo Puntillo, Investment Director, on why selection offers attractive fixed income opportunities.
Monday, August 24, Are European banks a buy? Wednesday, July 29, Energy sector: Small and mid caps to emerge strongest from the oil crisis Comment from Evelyne Pflugi, Investment Manager Friday, July 17, Heterogeneity in emerging markets calls for a selective approach Enzo Puntillo, Investment Director for emerging market debt strategies, discusses how emerging economies are heading into different directions and what the implications for his investment strategy are.
Monday, June 08, Big data, big problem Mark Hawtin looks into the opportunities and risks associated with the rise of big data. T h e swap curve c o ve rs ma n y swap t r ad es and it is reflective of [ Concessionality or the subsidy element of a PPCR investment is calculated as the difference between the hypothetical market interest payments and the actual PPCR interest payments over the life of. The run-off schedule is based on contractual future cash flows. Derivatives: Interest rate swaps are valued by model using interest ra t e swap curve b a se d on mid prices.
24/Nov – IGM Resins Moves Italy Division into New Laboratory, Offices
This sensitivity corresponds to a. This paper outlines the. The paper concludes with a discussion of the proposed swap term structure derivation technique. T h e swap r at e curve i s a n important interest-rate [ This margin is set against the f ix e d swap r at e curve. A liquidity spread of 0. On the other hand, a decreas e i n swap r a t e s curve o f 0.
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It incorporates an internally developed zero-co up o n curve m o de l, with reference to t h e swap a n d treasury bi l l curves w h er e appropriate. Swap x ax is for the current si gn a l curve. Inverser l'a xe des X d e l a courbe d e s ign aux a ct uelle. Traders, on the other hand, generally don't want to take a physical delivery, so they will use options and other instruments to take positions on the spot rate for a particular commodity or currency pair.
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Popular Courses. Login Newsletters. What is the Spot Rate? Key Takeaways The spot rate reflects current market supply and demand for an asset. The spot rates for particular currency pairs and commodities are widely publicized and followed. Contracts for delivery will often reference the spot rate at the time of signing. Compare Investment Accounts.