Risk has recently carried much debate about the curves to be used for discounting derivatives transactions. Lindsey Matthews and Luca Bosatta present a related new methodology for calibrating credit curves...
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The inflation market has had a challenging 18 months since the collapse of Lehman Brothers in September 2008. In the immediate aftermath, banks sold inflation-linked bonds that had been used to hedge swaps as part of a general reduction of balance sheets,...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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