Interest rate derivatives
Derivatives market participants may have to be pushed into a new, multi-benchmark world, says FSB in Libor reform recommendations
Korea Exchange signs up 16 foreign bank branches for its IRS clearing service prior to June 30 deadline from its local regulator, while CFTC expected to announce no-action relief for KRX
Indian insurers can now use interest rate derivatives of over one year to hedge exposures but CSAs will be required to transact, according to updated guidelines from the regulator
More Interest rate derivatives articles
Paulhac says CME swap future is not a vehicle for interdealer risk transfer. Others claim some market participants have replaced swap portfolios with the new contracts
For months, Credit Suisse is known to have been working on a spin-off of parts of its US fixed-income business. Now, asset manager Voltaire Capital reveals it has lined up more than $300 million in capital from ultra-high-net-worth investors to back new...
Commonly used as an indicator of a bank’s health, the spread between reference rates like Libor and the overnight indexed swap rate used to be close to zero until the onset of the crisis. After many years of high spreads, we know that it is now here...
It isn’t entirely clear what Wake, a still-unannounced joint venture between Credit Suisse and proprietary trading firm Tower Research Capital, will do, but Marc Vesecky, chief risk officer at Tower, is confident about his company’s role
Founding banks no longer have 'powers of direction', which could have big implications for competition in Europe's interest rate derivatives market
Rising rates would help reduce pension fund deficits, but would also hurt the sector’s hedges. That could be managed by trimming hedge ratios, but funds are scared of acting too soon. By Cecile Sourbes
The prospect of interest rate rises is a double-edged sword for Asia’s insurers: persistent low rates have left them grasping for decent returns but any rise in rates could herald an increase in lapses. Effective asset liability management is more critical...
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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