Why use __Heath Jarrow Morton__ interest rate models? Because (1) 1 factor isn't enough to explain yield movements, (2) interest rate volatility isn't constant, (3) rates can be negative & (4) all models are special cases of HJM so it's powerful & fast #IRRBB #ALM #FTP #interestrates

Bernanke: The new tools of monetary policy
__Quantitative__ easing
Forward guidance
__Buying__ other types of assets
#ASSA2020unding '>__#ASSA2020unding __ for lending programs
__Negative__ interest rates
__Yield__ curve control

Negative-Yield Bond Pool Declines As Hopes For __Global Recovery Soar__

Negative-Yield Bond Pool Declines As Hopes For __Global Recovery Soar__

Oaktree’s __Senior Distressed-Debt Investor Shourie__ Said to Depart
What's "distressed debt"? Is that the same as negative yielding "high yield" debt?

Negative-Yield Bond Pool Declines As Hopes For __Global Recovery Soar__

Why use __Heath Jarrow Morton__ interest rate models? Because (1) 1 factor isn't enough to explain yield movements, (2) interest rate volatility isn't constant, (3) rates can be negative & (4) all models are special cases of HJM so it's powerful & fast #IRRBB #ALM #interestrates

**Loading**

Global Recovery SoarNegative-Yield Bond Pool Declines HopesHeath Jarrow MortonQuantitativeBuyingNegativeYieldSenior Distressed-Debt Investor Shourie

BREAKING! The __German__#yieldcurve , the mother of all __Eurozone__ yield curves, is now completely negative!

Alarm bells are ringing louder in bond markets:
-The yield on 30-year __Treasuries__ fell below 2% for the first time
-The world’s negative-yielding debt surpassed $16 trillion
-The 10-year __Treasury__ yield dipped below the two-year, stoking recession fears

BREAKING! The #yieldcurve of The __Netherlands__ is now completely negative. 30-year bond #yield at -0.023%.

Bond craze continues: Now the entire __Dutch__ yield curve trading negative.

China's real fixed asset investment turned negative for the first time since 2014; China's property sales turned negative for the first time since 2015; China's 10Y yield is blowing out

**Loading**