Interest rate derivatives
Nasdaq OMX to launch Nordic swap CCP
Stockholm-based service already has Swedish debt office on board. Launch planned for second half of 2011
Chinese corporates will now have access to onshore and offshore hedging markets
Société Générale has built an impressive network in central and eastern Europe. It is now present in 18 countries – Albania, Belarus, Bulgaria, Croatia, the Czech Republic, Georgia, Greece, Macedonia,...
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Interest rate derivatives articles
The CMS triangle arbitrage
A dislocation between options on constant maturity swap rates and spreads in 2009 led to a static arbitrage opportunity. Here, Paul McCloud shows how this can be detected, and how a copula-based model strategy can exploit it
A Libor market model with a stochastic basis
The advent of the financial crisis made the previously negligible bases between different overnight interest rates explode. Fabio Mercurio adapts the classic Brace-Gatarek-Musiela Libor market model to the multiple curve environment, and shows how to...
First offshore renminbi swaption accomplished in Hong Kong
The first offshore renminbi OTC swap option was carried out this week between BNP Paribas and HSBC in Hong Kong, brokered by Icap.
Post-shock short-rate pricing
The basis between swaps referencing funded fixings and swaps referencing overnight collateralised fixings has increased in importance with the 2007–09 liquidity and credit crises. This basis means that new pricing models for fixed-income staples such...
Dealers anticipate further Eonia volatility
Since the financial crisis, large infusions of European Central Bank liquidity have kept the eurozone banking sector functioning smoothly. But as banks recover their health and reduce their liquidity take-up, short-term interest rate traders could be...
Global OTC derivatives widely dispersed, Isda survey finds
Five largest US-based dealers hold 37% of total notional, trade association says
Pre-trade price transparency in IRS satisfactory – Isda survey
Current levels of pre-trade price transparency in interest rate swaps (IRS) are acceptable, according to an end-user survey conducted by the International Swaps and Derivatives Association.
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
-
Managing Risks in Foreign Exchange
USA, 11th - 12th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
- Global securities enforcement activity stepping up to meet new market challenges
- Lender market advisory: swap guarantees – keepwells and excluded obligations
- M&A representations and warranties insurance: what every buyer and seller needs to know
- Green REITs, MLPs and Up-Cs
- How important is collaborative technology in managing risk?
Related Jobs
