Quants argue banks are inflating FVA; Crédit Agricole among those weighing new approach
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Interest rate derivatives house of the year: Goldman Sachs
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
The intra-day funding burden
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues
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