Skip to main content
Ardea Investment Management Ardea Investment Management Show Navigation
  • Home
  • About Us
  • Our Strategy
  • Our Funds
  • Our Thoughts
  • Contact Us
  • Apply Now
  • Apply Now
Home » Our Thoughts » bank bill rate

Bounds on the cross currency basis and why they have lessened

29 November 2018

The cross currency basis arises when pricing in the foreign exchange market diverges from what interest rate differentials would imply. This divergence creates a small additional return above the domestic interest rate.

Read More

Opportunities in Australian money markets

26 July 2018

Distortions in short-term money markets are giving rise to attractive, low-risk investment opportunities for fixed income managers.

Read More

One Measure of Fixed Income Risk is at GFC Levels – Should Investors be Worried?

12 April 2018

Tamar Hamlyn discusses the current environment of tightening global liquidity and increasing government bond supply, which is having a knock-on effect on domestic liquidity.

Read More

Search Blog

Categories

  • Corporate Bonds
  • Global Events
  • Government Bonds
  • Inflation
  • Interest Rates
  • Uncategorised

Tags

risk managementinterest ratesbond yieldsvolatilitygovernment bondsinflationgovernment bond marketcorporate bondsliquiditymarket inefficienciesGFCequity bond correlationrelative valueglobal economyFEDcredit marketsmonetary policyriskduration riskUS economyilliquidity riskquantitative easingUS ratesbank regulationUS bond marketinflation riskcredit spreadsinflation linked bondsRBAdiversificationcash rateaustralian ratesglobal liquiditydefault riskMOVE indexquantitative tighteningECBaustralian CPIyield curveOISChinaUS inflationglobalactive fixed incomeCredit Creepyield cushionbank bill ratebond issuanceconsumer price inflationaustralian housing pricestreasury billsshort term money marketsforeign exchange marketforward exchange ratesbrexitAOFMLIBORRBA cash ratefiscal policyAPRAaustralian dollarEUcredit riskbank bill swap ratefunding costsbudget announcementTIPSexchange ratemacroeconomic policymarket stimulusBoJJapanprudential policyterm depositmacroprudential controlsEmerging marketsTrumpbank arbitragerepo rateItalyXAROVIXasset pricesoptionsbond marketarbitrageliquidity riskinterest rate risk
Receive Ardea Updates
  • This field is for validation purposes and should be left unchanged.
Go to top
Ardea Investment Management
  • Linked In
  • Twitter
  • Privacy
  • Disclaimer
  • Conditions of Use
  • Sitemap
Copyright © 2021 ARDEA Investment Management ABN 50 132 902 722 All Rights Reserved.