Interest rate derivatives
Australia has one of the highest concentrations of equity investments compared with fixed income anywhere in the developed world. But interest in ‘fixed interest’, as it is often termed down under,...
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Interest rate derivatives articles
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.