Recent news coverage of Santander’s “cocos” is bewildering, but nevertheless serves to underline the importance of identifying the strongest issuers.
Banks have been on a very long journey since the global financial crisis, which may mean that CoCos are more...
The US Federal Reserve’s change of course from hawkish to dovish has important implications for all asset classes, argues Mark...
CoCos (contingent convertible bonds) should be understood in the light of strengthening bank balance sheets over recent years.
A discussion of the macroeconomic reasons behind market volatility, Brexit, quantitative tightening, and their effects on equities and bonds.
The effect of quantitative tightening on markets and the outlook for interest rates.
An introduction to CoCos and how investors should compare them to other asset classes.
When markets get choppy, high-quality corporate credit can provide a relative safe haven for investors, explains Lloyd Harris.
After multi-decade trends in the bond market were finally breached in 2018, Mark Nash looks at what investors can expect...
There’s a new normal for banks 10 years after the global financial crisis, argues Rob James.