Interest rate derivatives
LCH.Clearnet could start using overnight indexed swap (OIS) rate curves rather than Libor to value its roughly $212 trillion swap portfolio, in response to changing market practice.
Winners of the Risk España dealer rankings explain how hedging related to sovereign debt issuance and Latin America will be key revenue sources in 2010.
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
Steep interest rate yield curves cause corporate treasurers to focus on the cost of carry.
Investor demand for power reverse dual currency structures has fallen off a cliff as these once high coupon-paying instruments have morphed into zero coupon bonds with lock-in periods of up to 30 years. Issuers have also incurred significant costs. Is...
Stakeholders in the Asian recovery have a nervous eye on the region’s central banks for signs as to when interest rates will rise this year – something that could weigh on equity returns and devalue the portfolios of bondholders. Changes in rates...
The International Swaps and Derivatives Association has canvassed external legal counsel from the Group of 20 (G-20) countries on their individual data privacy laws, which may have prevented full disclosure of trade data to the Interest Rate Trade Reporting...
A new trade repository for interest rate derivatives operated by Swedish technology company TriOptima is due to send its first reports to regulators around the world today, dealers have told Risk. After a testing phase in November, dealers are believed...
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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