Interest rate swaps
Industry body says 15-40 trades per day should be rough benchmark of liquidity for Mifid
Only banks with ¥6tn in derivatives must trade swaps electronically
More Interest rate swaps articles
Insurers now able to hedge out interest rate risk beyond one year
Paulhac says CME swap future is being pushed as a margin-light product for clients
Stack to fill vacancy left in clearing and prime brokerage
Significant global players not on list to join Shanghai Clearing House
Derivatives users look to non-standard swaps to avoid Sef execution mandate
US rules have broken the swap market in two, according to 60% of respondents to a poll
Credit Suisse will get access to “world-class” technology in joint venture
Small firms reluctant to clear due to margin costs
Money manager looks to access all liquidity pools
Numbers compiled by Isda show huge drop - other sources claim smaller fall. Dealers say people "are tiptoeing their way in".
Sponsored roundtable: BNY Mellon
The Shanghai FTZ could prove a rival to Hong Kong if the experiment is a success
The manipulation of the London Interbank Offered Rate (LIBOR) was not a localized event. Unscrupulous traders and managers in some of the largest banks around the world deliberately and systematically...
Unwinding in-the-money swaps to release cash for investments and collateral management
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.