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Pension funds, liability-driven investment, swap spreads, pension protection act, swap rates, limits of arbitrage
duration, swap spreads, balance sheet constraints, funding status of pension plans, defined benefits, repo, LIBOR
Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact. JEL: E43, G12, G18
Convenience premium, Treasury auctions, tender-cover ratios, primary dealers, risk-free rates, OIS, VIX
CDS premiums, Capital charges, CVA, CDS-bond basis
Benchmark Rates, Financial Regulation, Libor, Repo Rates, Collateral
Funding Risk, Hedge Funds, Interbank Risk, Libor, Liquidity
Active management, Collateralized loan obligations (CLOs), Market efficiency, Structured finance, Syndicated loans
Benchmark rates, floating rates, financial regulation, LIBOR, SOFR JEL: E43, G12, G18, G29
Pension funds, defined benefits, de-risking strategies, pension protection act, life insurance
Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact
Commercial paper, balance sheet management, disclosure, cash management, window dressing
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climate change, private markets, leveraged loans, institutional investors, shadow banks, non-banks, CLOs, Paris Agreement
Money Market Funds, Bank of England, Fixed Income, Euro, UK, Fiscal Policy, Fiscal Crisis
