Volatility
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Threats to U.S. Treasury market liquidity still exist, Fed says
By Kate Duguid
October 23, 2020, Reuters
The U.S. Treasury market still runs the risk of abrupt freezes in liquidity like the one seen in March and April, as the …
FCA extends pause on Mifid 10% rule
By Rachel Mortimer
October 1, 2020, FT Adviser
The City watchdog has extended its flexible approach to the 10 per cent drop rule for retail investors in preparation for further …
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Quarles Says Central Banks Played Role in Treasuries Strains
By Craig Torres
September 29, 2020, Bloomberg
Central banks were likely one of the actors behind a selloff in U.S. Treasuries during the height of the Covid-19 financial strains in …
Hedge Funds May Escape Fed Blame Over Market Mayhem in March
By Rich Miller and Jesse Hamilton
September 30, 2020, Bloomberg
Hedge funds can rest easier for now.
Federal Reserve Vice Chairman for Supervision Randal Quarles said he doesn’t think the …
Greenwich: Treasuries volatility ‘crazy’ low compared to 2019
By Dan Barnes
September 17, 2020, The Desk
Analysis by research firm Greenwich Associates has found the US Treasury market saw volatility 50% lower in August 2020 than in August …
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US Treasury market’s brush with disaster must never be repeated
By Robin Wigglesworth
September 21, 2020, Financial Times
The US government bond market is akin to the investment world’s bomb shelter, a safe space where everyone can seek refuge when …
WFE warns against “harmful” policies if Covid volatility returns
By Wendy Lisney
September 14, 2020, Global Investor Group
Maintaining continuous visibility of asset prices and risk premia is crucial to protect markets if a second wave of Covid-19 triggers …
What we learnt from fixed-income ETFs during the Covid sell-off
By Dave Baxter
August 26, 2020, Financial Times
While equity exchange traded funds showed no obvious signs of stress during this year’s sell-off, the picture looked vastly different in the …
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ETF backers declare victory after ‘largest ever stress test’
By Robin Wigglesworth
August 4, 2020, Financial Times
When Michael Burry, the doctor-turned-hedge fund manager immortalised in The Big Short for predicting the subprime crisis of 2008, started warning last …
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US Treasuries: the lessons from March’s market meltdown
By Colby Smith and Robin Wigglesworth
July 29, 2020, Financial Times
Kevin Walter’s work-from-home experiment lasted mere hours. On March 12, the Barclays trader was so alarmed by the turbulence …
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