Interest rate derivatives
Low interest rates revealed weaknesses in the industry’s standard fixed-income derivatives pricing model. Risk’s technical articles this year tackled the problem in diverse ways. Laurie Carver gives...
French life insurers have to pay back their customers at the drop of a hat – an exposure that rises in tandem with interest rates, as customers seek better returns elsewhere. But with the industry’s...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Interest rate derivatives articles
Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
Legacy issues and the lack of alternative benchmarks mean Libor will remain the default benchmark of choice for OTC transactions
The Shanghai FTZ could prove a rival to Hong Kong if the experiment is a success
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
New London-based platform has buy-side fans, but no publicly declared backing from market-makers
US dollars in short supply as rupee tumbles
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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