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The FILS Report

Up to date reporting on and around The Fixed Income Leaders Summit, Amsterdam, 6-8 November 2018

FILS Amsterdam: Traders are fighting on several fronts

FILS Amsterdam: Traders are fighting on several fronts

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By Dan Barnes. Traders are still fighting for better data and transparency – in the right places – at FILS Amsterdam 2018, but the elephant in the room is Brexit. There are concerns about the...
AGI’s Böss: Margin compression and frustration with regulators

AGI’s Böss: Margin compression and frustration with regulators

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Doing more with less, and frustration with regulatory initiatives are the biggest stories for buy-side firms said Eric Böss, global head of trading at Allianz Global Investors, at the plenary session of the Fixed...
FILS 2018: Advent of AI sees traders reskill, retool

FILS 2018: Advent of AI sees traders reskill, retool

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By Chris Hall. Buy-side traders risk redundancy and irrelevance if they do not adapt to the opportunities for automation of fixed-income execution provided by new technologies, delegates were told in the FILS panel session on...
No respite for Italian volatility

No respite for Italian volatility

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By Chris Hall. Political uncertainties will continue to guarantee challenging conditions for investors in Italian government bonds well into 2019, according to speakers on Thursday’s CIO keynote panel at the Fixed Income Leaders’ Summit in...
Developing liquid, sustainable markets in SOFR and SONIA

Developing liquid, sustainable markets in SOFR and SONIA

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In conversation with Mark Rogerson, executive director, head of interest rate products, EMEA, CME Group Momentum is gathering in the development of alternative reference rates to replace LIBOR and the other IBORs. How is CME...
The reward of risk

The reward of risk

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By Larry E. Fondren, Founder & CEO, DelphX Capital Markets Inc. Traditional risk/reward comparisons treat the effective cost of an investment’s risk as a decrement to its potential return – overlooking the additional potential return...
Focus resources on fixed income TCA, industry urged

Focus resources on fixed income TCA, industry urged

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By Joel Clark. Market participants and technology providers must focus their intelligence and resources on developing robust transaction cost analysis (TCA) for fixed income, in spite of the challenges that may be encountered in extracting...
Concern over data dominates corporate bond discussions

Concern over data dominates corporate bond discussions

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Limited access to data is impeding quantitative analysis of best execution for corporate bonds, leading to a need for more qualitative analysis for many bond trades. Speaking at the panel, ‘What are the parameters you...
Italian lessons

Italian lessons

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Futures market and dealer engagement were both concerns during this year’s volatility, reports Dan Barnes. The tension between Italy’s government and the European Commission has seen bond yields rising, and market liquidity suffering. Although ripples...
IA opens best ex debate

IA opens best ex debate

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by Dan Barnes. The risks of pushing for quantitative execution analysis, when too little data exists to support it, have been revealed in a whitepaper published by the Investment Association (IA). Produced in association with industry...