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Posted on May 20th, 2012
A quarterly report and quarterly addendum that tracks purchases and sales of U.S. securities by foreign investors and U.S. purchases and sales of foreign securities. Both gross activity and net purchases are broken out by country and area for the following securities: U.S. stocks; The quarterly addendum [...] Posted on May 14th, 2012
Contents: Posted on May 13th, 2012
Because they engage in maturity transformation, a steepening of the yield curve should, all else equal, boost bank profitability. This paper re-examines this conventional wisdom by estimating the reaction of bank intraday stock returns to exogenous fluctuations in interest rates induced by monetary policy announcements. The authors construct a new measure of the [...] Posted on May 7th, 2012
The Financial Stability Board (FSB) has published a report entitled “Securities Lending and Repos: Market Overview and Financial Stability Issues”. This report describes the segments, operations and practices of these securities financing markets, which may constitute an important element of the shadow banking system. The FSB is examining the regulation of securities financing [...] Posted on May 4th, 2012
Done in partnership with AFME High Yield Division, the AFME Leveraged Loan and High Yield report is a quarterly report on the trends and statistics of the European leveraged finance market, including both high yield loans and leveraged loans. Issuance volumes, credit trends, global comparative issuance data, market highlights and commentary are [...] 112 pages
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