Floating-rate notes (FRNs)
Fixed-income investors are looking at structured products to enhance yield and manage duration
An increase in floating rate issuance may be the start of a prolonged trend, as investors look for protection against possible interest rate hikes
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Floating-rate notes (FRNs) articles
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.