Interest rate derivatives
Changes in valuation were “relatively small”, says clearing house
More Interest rate derivatives articles
Investors have grown increasingly worried about exposures to eurozone sovereigns given the problems faced by Greece and others. Christophe Mianné, head of global markets at SG CIB, warns the second quarter will prove to be tough for the European rates...
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.
Yield curves for sterling, the euro and the dollar are the steepest they have been for well over a decade, leaving companies with outstanding fixed-rate debt and large amounts of cash on balance sheets facing significant negative carry. Many corporates...
Steep interest rate yield curves cause corporate treasurers to focus on the cost of carry.
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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