Interest rate derivatives
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.
SGX president Muthukrishnan Ramaswami says the new interbank OTC clearing service for SGD and USD interest rate swaps will target Asian banks as a start, and soon global investment banks that trade with...
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.
More Interest rate derivatives articles
The financial crisis multiplied the yield curves used to price interest rate derivatives, making traditional no arbitrage pricing no longer valid. By taking into account the basis adjustment bootstrapped from market basis swaps and using a foreign currency...
Reform to broaden the use of the onshore repo market in South Korea is expected to help smaller banks and financial institutions better manage their short-term funding and reduce systemic risk. It should also facilitate the development of interest rate...
Asia’s interest rate markets have matured significantly during the past 15 years and now offer a full array of onshore and offshore hedging and investment options to end-users. Georgina Lee reports
Interdealer brokers have continued to build ever-deeper pools of liquidity in Asian markets as they have forged profitable businesses from Asia’s fragmented economies. While moves to electronic platforms are gaining momentum, relationships are still...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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