BoE studies stresses in "stretched" corporate bond market

By Kitco News / February 01, 2018 / www.kitco.com / Article Link

Feb 1 (Reuters) - The Bank of England said it has begun simulating stresses in "stretched" bond markets to see if they risk undermining financial stability.

Alex Brazier, the BoE's executive director for financial stability strategy and risk, said the Bank is turning its sights to market-based finance as companies issue far more bonds to raise funds than they did before the financial crisis.

"With credit markets and commercial property markets stretched, a broadening of our work is timely," Brazier said in a speech on Thursday.

There were questions about resilience and liquidity in bond markets, even if the firms who operate on them are safe, Brazier said.

A key focus is so-called "liquidity mismatch" or difficulty in finding buyers or sellers of bonds in stressed markets.

Brazier said the BoE has been developing simulations of the impact of liquidity mismatch.


(Reporting by Huw Jones; Editing by Andrew Heavens)

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