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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
CDS premiums, Capital charges, CVA, CDS-bond basis
Funding Risk, Hedge Funds, Interbank Risk, Libor, Liquidity
Convenience premium, Treasury auctions, tender-cover ratios, primary dealers, risk-free rates, OIS, VIX
Benchmark Rates, Financial Regulation, Libor, Repo Rates, Collateral
Active management, Collateralized loan obligations (CLOs), Market efficiency, Structured finance, Syndicated loans
Pension funds, defined benefits, de-risking strategies, pension protection act, life insurance
Commercial paper, balance sheet management, disclosure, cash management, window dressing
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Benchmark rates, floating rates, financial regulation, Libor, SOFR
